-35.1%
AUR vs SOXQ
+258.1%
-293.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | -0.1% |
| 7D | +1.4% | +0.8% | +0.7% | +0.7% |
| 30D | -6.4% | -4.6% | -1.8% | -2.0% |
| 3M | +7.7% | -10.2% | +17.9% | +16.2% |
| 6M | +44.5% | +49.7% | -5.2% | -10.0% |
| YTD | +67.4% | +67.2% | +0.2% | -7.5% |
| 1Y | +15.4% | +98.0% | -82.6% | -47.0% |
| 3Y | +94.8% | +237.2% | -142.3% | -51.9% |
| All | -35.1% | +258.1% | -293.2% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling