-14.2%
BA vs SOXQ
+283.8%
-297.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.5% | -0.5% |
| 7D | +1.2% | +2.3% | -1.2% | +0.2% |
| 30D | -11.6% | -2.3% | -9.4% | -11.0% |
| 3M | -2.4% | -13.8% | +11.4% | +1.5% |
| 6M | -6.6% | +48.6% | -55.2% | -24.9% |
| YTD | -2.2% | +66.0% | -68.2% | -25.6% |
| 1Y | -8.0% | +107.9% | -115.9% | -37.5% |
| 3Y | -5.0% | +224.1% | -229.1% | -51.5% |
| 5Y | -2.7% | +256.6% | -259.3% | -54.5% |
| All | -14.2% | +283.8% | -297.9% | -60.2% |
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