+133.6%
RY vs SOXQ
+231.9%
-98.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.5% |
| 7D | +0.6% | +8.2% | -7.6% | -1.0% |
| 30D | +5.0% | -13.2% | +18.2% | +7.5% |
| 3M | -5.3% | -18.5% | +13.2% | -2.0% |
| 6M | +13.8% | -15.4% | +29.3% | +15.4% |
| YTD | +21.0% | +43.6% | -22.6% | +8.3% |
| 1Y | +40.5% | +49.2% | -8.7% | +24.6% |
| 3Y | +159.7% | +190.2% | -30.6% | +88.0% |
| 5Y | +124.3% | +178.2% | -53.9% | +55.8% |
| All | +133.6% | +231.9% | -98.3% | +57.2% |
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 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