-35.8%
ALK vs SOXQ
+283.8%
-319.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.8% | -0.1% |
| 7D | -0.7% | +2.3% | -3.0% | -1.8% |
| 30D | -19.2% | -2.3% | -17.0% | -18.5% |
| 3M | -1.5% | -13.8% | +12.2% | +3.4% |
| 6M | -13.1% | +48.6% | -61.7% | -31.1% |
| YTD | -16.4% | +66.0% | -82.4% | -37.3% |
| 1Y | -33.1% | +107.9% | -140.9% | -55.5% |
| 3Y | +0.6% | +224.1% | -223.5% | -49.6% |
| 5Y | -26.4% | +256.6% | -283.0% | -66.4% |
| All | -35.8% | +283.8% | -319.6% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling