+438.4%
LLY vs SOXQ
+283.8%
+154.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.2% | -1.3% |
| 7D | -2.1% | +2.3% | -4.5% | -2.4% |
| 30D | -1.6% | -2.3% | +0.6% | -1.5% |
| 3M | +2.3% | -13.8% | +16.1% | +3.5% |
| 6M | +14.9% | +48.6% | -33.7% | +5.3% |
| YTD | +7.5% | +66.0% | -58.5% | -3.8% |
| 1Y | +55.7% | +107.9% | -52.2% | +33.2% |
| 3Y | +110.6% | +224.1% | -113.5% | +64.2% |
| 5Y | +363.4% | +256.6% | +106.8% | +247.6% |
| All | +438.4% | +283.8% | +154.7% | +295.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling