+792.6%
ALM vs SOXQ
+288.7%
+503.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.5% | +8.4% |
| 7D | +8.4% | +5.3% | +3.1% | +6.5% |
| 30D | +34.8% | -3.7% | +38.5% | +36.8% |
| 3M | +16.2% | -7.8% | +24.1% | +19.7% |
| 6M | +2.1% | +58.4% | -56.2% | -7.3% |
| YTD | +117.0% | +68.1% | +48.9% | +94.7% |
| 1Y | +313.9% | +105.4% | +208.5% | +257.4% |
| 3Y | +2,327.9% | +239.2% | +2,088.7% | +1,796.1% |
| 5Y | +1,040.6% | +266.9% | +773.7% | +756.6% |
| All | +792.6% | +288.7% | +503.9% | +565.2% |
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