-40.4%
ALK vs SOXQ
+243.8%
-284.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.3% | -4.6% |
| 7D | +0.9% | +16.4% | -15.5% | -6.0% |
| 30D | +3.3% | -13.9% | +17.2% | +9.4% |
| 3M | -17.6% | -15.1% | -2.4% | -12.4% |
| 6M | +0.8% | -10.2% | +11.0% | +1.5% |
| YTD | -22.4% | +48.7% | -71.1% | -39.6% |
| 1Y | -10.1% | +48.9% | -59.0% | -30.1% |
| 3Y | +14.0% | +197.4% | -183.4% | -41.4% |
| 5Y | -29.8% | +188.2% | -218.0% | -66.0% |
| All | -40.4% | +243.8% | -284.2% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SOXQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling