+136.4%
RY vs SOXQ
+279.9%
-143.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.1% |
| 7D | -2.9% | +2.3% | -5.2% | -3.3% |
| 30D | -2.0% | -3.9% | +1.9% | -1.3% |
| 3M | +4.9% | -4.7% | +9.6% | +4.9% |
| 6M | +26.1% | +47.9% | -21.8% | +13.5% |
| YTD | +22.4% | +64.3% | -42.0% | +7.3% |
| 1Y | +44.7% | +95.7% | -51.0% | +21.5% |
| 3Y | +155.7% | +231.5% | -75.8% | +81.2% |
| 5Y | +137.7% | +255.0% | -117.3% | +57.5% |
| All | +136.4% | +279.9% | -143.6% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling