-22.8%
LYB vs SOXQ
+232.9%
-255.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | +2.5% | -4.6% | +7.0% | +3.1% |
| 3M | +1.4% | -10.2% | +11.5% | +2.3% |
| 6M | -3.5% | +49.7% | -53.2% | -14.9% |
| YTD | +52.0% | +67.2% | -15.3% | +28.8% |
| 1Y | +22.1% | +98.0% | -76.0% | -2.7% |
| 3Y | -22.8% | +237.2% | -259.9% | -51.9% |
| All | -22.8% | +232.9% | -255.7% | -51.9% |
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