-2.6%
ALLY vs SOXQ
+269.0%
-271.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.2% |
| 7D | -1.9% | +5.2% | -7.2% | -4.2% |
| 30D | -4.5% | -0.5% | -4.0% | -4.5% |
| 3M | -2.8% | -5.6% | +2.8% | -2.6% |
| 6M | +10.3% | +53.0% | -42.7% | -15.8% |
| YTD | -5.7% | +68.8% | -74.5% | -32.2% |
| 1Y | +3.9% | +105.7% | -101.8% | -33.7% |
| 3Y | +64.7% | +240.5% | -175.8% | -28.0% |
| 5Y | -2.6% | +266.8% | -269.4% | -62.3% |
| All | -2.6% | +269.0% | -271.6% | -62.3% |
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