+90.1%
ALLE vs SOXQ
+190.9%
-100.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +0.1% | -5.7% | +5.8% | +0.8% |
| 30D | +25.9% | -20.5% | +46.4% | +29.8% |
| 3M | +14.9% | -16.6% | +31.5% | +17.3% |
| 6M | +42.1% | -15.0% | +57.1% | +42.7% |
| YTD | +20.4% | +41.5% | -21.1% | +8.1% |
| 1Y | +14.9% | +40.2% | -25.4% | +3.3% |
| 3Y | +90.1% | +183.0% | -92.9% | +31.4% |
| All | +90.1% | +190.9% | -100.8% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling