+141.7%
RY vs SOXQ
+283.8%
-142.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -1.4% |
| 7D | +3.1% | +2.3% | +0.8% | +2.6% |
| 30D | -0.3% | -2.3% | +1.9% | +0.1% |
| 3M | +8.7% | -13.8% | +22.4% | +10.8% |
| 6M | +28.5% | +48.6% | -20.1% | +15.5% |
| YTD | +25.1% | +66.0% | -40.9% | +9.5% |
| 1Y | +46.3% | +107.9% | -61.6% | +21.2% |
| 3Y | +154.9% | +224.1% | -69.2% | +81.9% |
| 5Y | +140.3% | +256.6% | -116.3% | +59.1% |
| All | +141.7% | +283.8% | -142.1% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling