+268.9%
AMAT vs SOXQ
+265.0%
+3.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +2.6% |
| 7D | +7.0% | +5.3% | +1.7% | +1.3% |
| 30D | -12.2% | -3.7% | -8.5% | -8.5% |
| 3M | -3.8% | -7.8% | +4.0% | +6.5% |
| 6M | +45.9% | +58.4% | -12.4% | -8.5% |
| YTD | +84.6% | +68.1% | +16.5% | +9.8% |
| 1Y | +193.4% | +105.4% | +88.0% | +41.6% |
| 3Y | +228.1% | +239.2% | -11.1% | -7.9% |
| 5Y | +268.9% | +266.9% | +2.0% | -1.9% |
| All | +268.9% | +265.0% | +3.9% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling