-16.2%
ALLY vs SOXQ
+231.9%
-248.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +2.3% |
| 7D | +0.4% | +8.2% | -7.8% | -3.1% |
| 30D | +5.2% | -13.2% | +18.4% | +10.5% |
| 3M | -13.3% | -18.5% | +5.2% | -7.0% |
| 6M | -6.7% | -15.4% | +8.8% | -4.9% |
| YTD | -12.8% | +43.6% | -56.4% | -33.6% |
| 1Y | +0.7% | +49.2% | -48.6% | -25.1% |
| 3Y | +65.2% | +190.2% | -125.0% | -22.5% |
| 5Y | -10.1% | +178.2% | -188.3% | -60.7% |
| All | -16.2% | +231.9% | -248.1% | -64.6% |
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