+247.0%
AMAT vs SOXQ
+283.8%
-36.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.4% | +1.0% | +0.7% |
| 7D | -1.5% | +2.3% | -3.9% | -3.9% |
| 30D | -14.8% | -2.3% | -12.5% | -12.7% |
| 3M | -9.3% | -13.8% | +4.5% | +7.8% |
| 6M | +27.4% | +48.6% | -21.2% | -14.5% |
| YTD | +77.6% | +66.0% | +11.6% | +7.0% |
| 1Y | +188.9% | +107.9% | +81.1% | +37.7% |
| 3Y | +202.3% | +224.1% | -21.9% | -10.7% |
| 5Y | +248.9% | +256.6% | -7.7% | -4.4% |
| All | +247.0% | +283.8% | -36.7% | -10.5% |
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