-14.7%
AMRZ vs SOXQ
+126.6%
-141.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -1.1% |
| 7D | -1.9% | +2.3% | -4.3% | -2.4% |
| 30D | -16.9% | -2.3% | -14.7% | -16.7% |
| 3M | -19.2% | -13.8% | -5.4% | -17.3% |
| 6M | -29.3% | +48.6% | -77.9% | -40.7% |
| YTD | -18.0% | +66.0% | -84.0% | -33.4% |
| 1Y | -15.1% | +107.9% | -123.0% | -34.1% |
| All | -14.7% | +126.6% | -141.3% | -32.9% |
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 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