+137.7%
RY vs SOXQ
+269.0%
-131.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -0.5% | +5.2% | -5.7% | -1.5% |
| 30D | -1.9% | -0.5% | -1.4% | -1.9% |
| 3M | +5.1% | -5.6% | +10.8% | +5.4% |
| 6M | +28.2% | +53.0% | -24.9% | +14.4% |
| YTD | +22.9% | +68.8% | -45.9% | +7.1% |
| 1Y | +45.5% | +105.7% | -60.3% | +20.7% |
| 3Y | +156.7% | +240.5% | -83.8% | +80.4% |
| 5Y | +137.7% | +266.8% | -129.1% | +54.0% |
| All | +137.7% | +269.0% | -131.3% | +54.0% |
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