-5.2%
ALLY vs SOXQ
+283.8%
-289.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.0% | -1.2% |
| 7D | +3.7% | +2.3% | +1.3% | +2.6% |
| 30D | -2.3% | -2.3% | 0.0% | -1.5% |
| 3M | +3.8% | -13.8% | +17.6% | +8.1% |
| 6M | +9.7% | +48.6% | -38.9% | -14.8% |
| YTD | -1.4% | +66.0% | -67.4% | -28.3% |
| 1Y | +8.2% | +107.9% | -99.6% | -31.0% |
| 3Y | +66.5% | +224.1% | -157.7% | -23.9% |
| 5Y | +1.2% | +256.6% | -255.4% | -59.0% |
| All | -5.2% | +283.8% | -289.0% | -61.7% |
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