+30.0%
YUM vs SOXQ
+286.7%
-256.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.3% |
| 7D | -6.1% | +0.8% | -6.8% | -6.2% |
| 30D | -5.8% | -4.6% | -1.3% | -5.3% |
| 3M | -7.6% | -10.2% | +2.5% | -7.0% |
| 6M | -9.1% | +49.7% | -58.8% | -16.7% |
| YTD | -5.5% | +67.2% | -72.8% | -15.2% |
| 1Y | -3.7% | +98.0% | -101.7% | -17.0% |
| 3Y | +17.8% | +237.2% | -219.4% | -14.1% |
| 5Y | +19.3% | +261.3% | -242.0% | -17.7% |
| All | +30.0% | +286.7% | -256.7% | -11.7% |
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