+422.7%
LLY vs SOXQ
+286.7%
+136.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.9% |
| 7D | -2.9% | +0.8% | -3.7% | -3.0% |
| 30D | -8.4% | -4.6% | -3.9% | -8.0% |
| 3M | -3.8% | -10.2% | +6.4% | -3.1% |
| 6M | +11.9% | +49.7% | -37.7% | +2.5% |
| YTD | +4.3% | +67.2% | -62.9% | -6.7% |
| 1Y | +48.5% | +98.0% | -49.6% | +28.3% |
| 3Y | +91.2% | +237.2% | -145.9% | +48.3% |
| 5Y | +387.5% | +261.3% | +126.2% | +264.6% |
| All | +422.7% | +286.7% | +136.0% | +283.2% |
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