+190.7%
AMAT vs SOXQ
+243.8%
-53.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.0% |
| 7D | +19.3% | +16.4% | +2.9% | +1.7% |
| 30D | -17.9% | -13.9% | -4.1% | -3.3% |
| 3M | -30.4% | -15.1% | -15.3% | -16.6% |
| 6M | -11.4% | -10.2% | -1.3% | +1.5% |
| YTD | +48.8% | +48.7% | 0.0% | +1.4% |
| 1Y | +66.0% | +48.9% | +17.1% | +12.8% |
| 3Y | +158.8% | +197.4% | -38.6% | -15.8% |
| 5Y | +153.2% | +188.2% | -35.0% | -12.4% |
| All | +190.7% | +243.8% | -53.1% | -15.2% |
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