+84.3%
BAM vs SOXQ
+266.6%
-182.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.3% |
| 7D | -2.7% | +8.2% | -10.9% | -5.2% |
| 30D | +15.5% | -13.2% | +28.7% | +19.7% |
| 3M | -6.9% | -18.5% | +11.7% | -1.7% |
| 6M | +9.9% | -15.4% | +25.3% | +11.2% |
| YTD | +1.4% | +43.6% | -42.2% | -18.6% |
| 1Y | +3.3% | +49.2% | -46.0% | -18.6% |
| 3Y | +83.6% | +190.2% | -106.6% | +4.8% |
| All | +84.3% | +266.6% | -182.2% | -5.1% |
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