+157.9%
ASML vs SOXQ
+283.8%
-125.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.8% | +1.0% |
| 7D | +1.1% | +2.3% | -1.2% | -1.1% |
| 30D | +2.2% | -2.3% | +4.4% | +4.2% |
| 3M | -2.3% | -13.8% | +11.5% | +10.6% |
| 6M | +23.0% | +48.6% | -25.6% | -18.0% |
| YTD | +61.1% | +66.0% | -4.9% | -3.3% |
| 1Y | +129.1% | +107.9% | +21.2% | +10.0% |
| 3Y | +165.4% | +224.1% | -58.8% | -19.7% |
| 5Y | +109.5% | +256.6% | -147.1% | -43.6% |
| All | +157.9% | +283.8% | -125.9% | -34.1% |
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