+140.8%
LLY vs SOXQ
+189.0%
-48.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.7% | +1.6% |
| 7D | +6.7% | +8.2% | -1.4% | +5.9% |
| 30D | +19.6% | -13.2% | +32.7% | +20.8% |
| 3M | +19.7% | -18.5% | +38.2% | +21.5% |
| 6M | +42.7% | -15.4% | +58.2% | +42.0% |
| YTD | +35.1% | +43.6% | -8.4% | +20.0% |
| 1Y | +42.2% | +49.2% | -7.1% | +24.9% |
| 3Y | +140.8% | +190.2% | -49.4% | +94.2% |
| All | +140.8% | +189.0% | -48.2% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling