+390.2%
LLY vs SOXQ
+269.0%
+121.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -3.1% | +5.2% | -8.3% | -3.7% |
| 30D | -8.6% | -0.5% | -8.1% | -8.7% |
| 3M | -1.6% | -5.6% | +4.0% | -1.8% |
| 6M | +11.8% | +53.0% | -41.2% | +2.2% |
| YTD | +5.1% | +68.8% | -63.7% | -6.0% |
| 1Y | +50.7% | +105.7% | -55.0% | +29.5% |
| 3Y | +95.7% | +240.5% | -144.8% | +52.0% |
| 5Y | +390.2% | +266.8% | +123.4% | +268.2% |
| All | +390.2% | +269.0% | +121.2% | +268.2% |
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 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