+50.7%
ALNY vs SOXQ
+286.7%
-236.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.1% |
| 7D | -6.5% | +0.8% | -7.3% | -6.7% |
| 30D | +11.0% | -4.6% | +15.6% | +12.0% |
| 3M | -14.1% | -10.2% | -3.9% | -13.1% |
| 6M | -22.4% | +49.7% | -72.1% | -33.5% |
| YTD | -37.5% | +67.2% | -104.7% | -48.4% |
| 1Y | -46.9% | +98.0% | -144.9% | -58.7% |
| 3Y | +22.1% | +237.2% | -215.1% | -26.9% |
| 5Y | +31.2% | +261.3% | -230.1% | -27.7% |
| All | +50.7% | +286.7% | -236.0% | -16.0% |
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