-52.6%
BABA vs SOXQ
+243.8%
-296.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.5% | -6.8% |
| 7D | -12.7% | +16.4% | -29.1% | -18.2% |
| 30D | -14.9% | -13.9% | -1.0% | -10.6% |
| 3M | -24.6% | -15.1% | -9.5% | -20.7% |
| 6M | -29.3% | -10.2% | -19.2% | -29.8% |
| YTD | -35.0% | +48.7% | -83.7% | -50.0% |
| 1Y | -39.7% | +48.9% | -88.6% | -53.8% |
| 3Y | +21.2% | +197.4% | -176.2% | -40.8% |
| 5Y | -39.9% | +188.2% | -228.0% | -72.6% |
| All | -52.6% | +243.8% | -296.4% | -80.2% |
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