+140.8%
WMT vs SOXQ
+279.9%
-139.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.1% |
| 7D | -2.5% | +2.3% | -4.8% | -2.6% |
| 30D | -6.4% | -3.9% | -2.5% | -6.2% |
| 3M | -12.1% | -4.7% | -7.4% | -12.2% |
| 6M | -15.0% | +47.9% | -62.8% | -19.0% |
| YTD | -4.5% | +64.3% | -68.8% | -10.1% |
| 1Y | +6.2% | +95.7% | -89.5% | -2.3% |
| 3Y | +99.9% | +231.5% | -131.6% | +68.0% |
| 5Y | +131.4% | +255.0% | -123.5% | +84.0% |
| All | +140.8% | +279.9% | -139.1% | +89.0% |
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