+460.0%
AU vs SOXQ
+286.7%
+173.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | 0.0% |
| 7D | -4.3% | +0.8% | -5.0% | -4.5% |
| 30D | +7.3% | -4.6% | +11.9% | +8.7% |
| 3M | +26.3% | -10.2% | +36.5% | +28.9% |
| 6M | +1.8% | +49.7% | -47.9% | -9.4% |
| YTD | +26.8% | +67.2% | -40.4% | +10.2% |
| 1Y | +66.7% | +98.0% | -31.3% | +39.7% |
| 3Y | +579.1% | +237.2% | +341.9% | +393.8% |
| 5Y | +689.3% | +261.3% | +428.0% | +402.9% |
| All | +460.0% | +286.7% | +173.4% | +252.1% |
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