-4.2%
LQD vs SOXQ
+286.7%
-290.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.1% |
| 7D | -1.1% | +0.8% | -1.9% | -1.1% |
| 30D | -1.3% | -4.6% | +3.3% | -1.0% |
| 3M | -3.2% | -10.2% | +7.0% | -2.8% |
| 6M | -2.1% | +49.7% | -51.8% | -5.2% |
| YTD | -2.4% | +67.2% | -69.6% | -6.1% |
| 1Y | -2.7% | +98.0% | -100.7% | -7.7% |
| 3Y | +14.2% | +237.2% | -223.0% | +2.2% |
| 5Y | -5.8% | +261.3% | -267.1% | -17.7% |
| All | -4.2% | +286.7% | -290.8% | -16.4% |
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