+2,010.2%
ALM vs SOXQ
+227.1%
+1,783.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.6% | -7.0% | -8.3% |
| 7D | -7.1% | +2.3% | -9.4% | -8.0% |
| 30D | +24.7% | -3.9% | +28.6% | +27.3% |
| 3M | +8.3% | -4.7% | +13.0% | +11.2% |
| 6M | -22.2% | +47.9% | -70.1% | -29.8% |
| YTD | +88.1% | +64.3% | +23.8% | +65.2% |
| 1Y | +272.4% | +95.7% | +176.6% | +214.3% |
| All | +2,010.2% | +227.1% | +1,783.1% | +1,537.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling