+84.6%
MRK vs SOXQ
+45.5%
+39.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.1% | +7.0% | +3.7% |
| 7D | +6.7% | -12.1% | +18.8% | +5.9% |
| 30D | +7.8% | -22.0% | +29.8% | +6.3% |
| 3M | +18.2% | -15.6% | +33.7% | +17.2% |
| 6M | +34.7% | -2.4% | +37.0% | +31.9% |
| YTD | +45.8% | +45.4% | +0.4% | +41.4% |
| 1Y | +84.6% | +47.7% | +36.9% | +79.7% |
| All | +84.6% | +45.5% | +39.1% | +79.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling