+13.3%
ALLE vs SOXQ
+269.0%
-255.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.1% | -2.9% |
| 7D | -2.2% | +5.2% | -7.4% | -3.5% |
| 30D | -8.3% | -0.5% | -7.8% | -8.3% |
| 3M | +16.3% | -5.6% | +21.9% | +16.5% |
| 6M | +1.8% | +53.0% | -51.2% | -13.3% |
| YTD | -3.9% | +68.8% | -72.7% | -21.2% |
| 1Y | -10.0% | +105.7% | -115.8% | -31.5% |
| 3Y | +45.8% | +240.5% | -194.7% | -14.2% |
| 5Y | +13.3% | +266.8% | -253.5% | -40.1% |
| All | +13.3% | +269.0% | -255.7% | -40.1% |
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