-30.7%
ALK vs SOXQ
+269.0%
-299.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -3.0% | +5.2% | -8.2% | -5.4% |
| 30D | -14.6% | -0.5% | -14.1% | -14.6% |
| 3M | -10.6% | -5.6% | -4.9% | -9.6% |
| 6M | -6.7% | +53.0% | -59.7% | -27.4% |
| YTD | -19.8% | +68.8% | -88.5% | -40.6% |
| 1Y | -35.2% | +105.7% | -140.9% | -56.9% |
| 3Y | +1.4% | +240.5% | -239.1% | -51.1% |
| 5Y | -30.7% | +266.8% | -297.4% | -69.4% |
| All | -30.7% | +269.0% | -299.6% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling