-16.3%
AWK vs SOXQ
+258.1%
-274.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.5% |
| 7D | -2.1% | +0.8% | -2.9% | -2.1% |
| 30D | +2.1% | -4.6% | +6.6% | +2.0% |
| 3M | +11.4% | -10.2% | +21.5% | +11.3% |
| 6M | +3.9% | +49.7% | -45.8% | +2.7% |
| YTD | +7.7% | +67.2% | -59.5% | +6.0% |
| 1Y | +1.3% | +98.0% | -96.7% | -1.3% |
| 3Y | +7.2% | +237.2% | -230.0% | -6.0% |
| All | -16.3% | +258.1% | -274.4% | -31.7% |
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