+61.5%
ULTA vs SOXQ
+286.7%
-225.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.6% |
| 7D | -3.1% | +0.8% | -3.8% | -3.3% |
| 30D | +2.8% | -4.6% | +7.4% | +3.9% |
| 3M | +14.8% | -10.2% | +24.9% | +16.6% |
| 6M | -16.2% | +49.7% | -65.9% | -29.2% |
| YTD | -9.6% | +67.2% | -76.9% | -26.9% |
| 1Y | +4.8% | +98.0% | -93.2% | -20.7% |
| 3Y | +30.7% | +237.2% | -206.5% | -23.0% |
| 5Y | +45.9% | +261.3% | -215.4% | -15.4% |
| All | +61.5% | +286.7% | -225.1% | -7.7% |
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