+126.5%
RY vs SOXQ
+193.7%
-67.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.2% | -0.5% |
| 7D | -3.0% | +2.9% | -5.9% | -3.7% |
| 30D | +6.3% | -13.6% | +19.9% | +8.9% |
| 3M | -2.6% | -12.5% | +10.0% | -0.6% |
| 6M | +13.9% | -12.4% | +26.3% | +14.7% |
| YTD | +21.7% | +49.6% | -27.9% | +8.1% |
| 1Y | +40.4% | +52.0% | -11.5% | +24.2% |
| 3Y | +161.3% | +199.1% | -37.8% | +87.9% |
| 5Y | +126.5% | +192.6% | -66.2% | +53.6% |
| All | +126.5% | +193.7% | -67.2% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling