+70.1%
BAC vs SOXQ
+286.7%
-216.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | 0.0% | +0.8% | -0.7% | -0.2% |
| 30D | -2.8% | -4.6% | +1.8% | -1.7% |
| 3M | +14.2% | -10.2% | +24.4% | +16.0% |
| 6M | +30.5% | +49.7% | -19.1% | +11.5% |
| YTD | +15.8% | +67.2% | -51.4% | -4.9% |
| 1Y | +26.2% | +98.0% | -71.8% | -2.7% |
| 3Y | +136.5% | +237.2% | -100.6% | +44.2% |
| 5Y | +75.9% | +261.3% | -185.3% | -1.8% |
| All | +70.1% | +286.7% | -216.5% | -6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling