+135.9%
WMT vs SOXQ
+258.1%
-122.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.4% | +1.2% |
| 7D | 0.0% | +0.8% | -0.7% | 0.0% |
| 30D | -7.4% | -4.6% | -2.8% | -7.2% |
| 3M | -10.9% | -10.2% | -0.7% | -10.5% |
| 6M | -12.7% | +49.7% | -62.3% | -16.9% |
| YTD | -3.2% | +67.2% | -70.5% | -9.0% |
| 1Y | +5.3% | +98.0% | -92.7% | -3.2% |
| 3Y | +101.9% | +237.2% | -135.3% | +69.3% |
| All | +135.9% | +258.1% | -122.2% | +84.5% |
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