+110.1%
AXP vs SOXQ
+227.1%
-117.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -0.6% | -5.7% | +5.1% | +0.9% |
| 30D | +5.0% | -20.5% | +25.4% | +12.4% |
| 3M | -4.2% | -16.6% | +12.4% | +0.4% |
| 6M | +2.9% | -15.0% | +17.9% | +4.0% |
| YTD | -11.6% | +41.5% | -53.1% | -28.6% |
| 1Y | -11.1% | +40.2% | -51.3% | -28.1% |
| 3Y | +116.7% | +183.0% | -66.2% | +21.2% |
| 5Y | +89.6% | +181.3% | -91.7% | -0.3% |
| All | +110.1% | +227.1% | -117.0% | +8.6% |
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