+65.7%
AMGN vs SOXQ
+45.5%
+20.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.8% | +3.7% |
| 7D | +5.9% | -12.1% | +18.0% | +5.9% |
| 30D | +18.7% | -22.0% | +40.8% | +19.0% |
| 3M | +23.4% | -15.6% | +39.0% | +23.5% |
| 6M | +49.7% | -2.4% | +52.1% | +44.3% |
| YTD | +49.2% | +45.4% | +3.8% | +35.3% |
| 1Y | +65.7% | +47.7% | +18.1% | +49.6% |
| All | +65.7% | +45.5% | +20.3% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling