+111.2%
AXP vs SOXQ
+283.8%
-172.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -2.3% |
| 7D | -2.1% | +2.3% | -4.5% | -2.9% |
| 30D | -6.5% | -2.3% | -4.3% | -6.0% |
| 3M | +4.6% | -13.8% | +18.4% | +8.0% |
| 6M | +5.4% | +48.6% | -43.2% | -14.0% |
| YTD | -11.1% | +66.0% | -77.1% | -31.1% |
| 1Y | -0.3% | +107.9% | -108.2% | -30.6% |
| 3Y | +111.6% | +224.1% | -112.6% | +14.6% |
| 5Y | +117.6% | +256.6% | -139.0% | +7.9% |
| All | +111.2% | +283.8% | -172.5% | +4.8% |
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