+623.2%
ALM vs SOXQ
+286.7%
+336.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.8% | -8.3% | -7.1% |
| 7D | -11.8% | +0.8% | -12.6% | -12.0% |
| 30D | +7.8% | -4.6% | +12.4% | +9.7% |
| 3M | -9.3% | -10.2% | +0.9% | -5.9% |
| 6M | -30.5% | +49.7% | -80.1% | -36.1% |
| YTD | +75.8% | +67.2% | +8.6% | +58.1% |
| 1Y | +241.2% | +98.0% | +143.2% | +196.9% |
| 3Y | +1,872.6% | +237.2% | +1,635.5% | +1,444.1% |
| 5Y | +849.6% | +261.3% | +588.3% | +615.2% |
| All | +623.2% | +286.7% | +336.5% | +440.1% |
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 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