-35.5%
AUR vs SOXQ
+286.7%
-322.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 3M | +7.7% | -10.2% | +17.9% | +16.1% |
| 6M | +44.5% | +49.7% | -5.2% | -9.2% |
| YTD | +67.4% | +67.2% | +0.2% | -6.5% |
| 1Y | +15.4% | +98.0% | -82.6% | -46.2% |
| 3Y | +94.8% | +237.2% | -142.3% | -50.3% |
| 5Y | -35.1% | +261.3% | -296.4% | -82.5% |
| All | -35.5% | +286.7% | -322.2% | -82.6% |
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 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