+75.6%
BAC vs SOXQ
+251.3%
-175.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.5% | +0.5% |
| 7D | -0.3% | +2.3% | -2.6% | -0.9% |
| 30D | -1.8% | -3.9% | +2.2% | -0.9% |
| 3M | +15.3% | -4.7% | +20.0% | +14.8% |
| 6M | +30.2% | +47.9% | -17.7% | +11.4% |
| YTD | +15.6% | +64.3% | -48.8% | -4.8% |
| 1Y | +27.5% | +95.7% | -68.3% | -1.6% |
| 3Y | +137.0% | +231.5% | -94.5% | +44.3% |
| 5Y | +75.6% | +255.0% | -179.4% | -4.1% |
| All | +75.6% | +251.3% | -175.7% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling