+36.6%
FFIV vs SOXQ
+45.5%
-8.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.4% |
| 7D | -9.8% | -12.1% | +2.3% | -6.7% |
| 30D | -28.1% | -22.0% | -6.0% | -23.5% |
| 3M | -20.0% | -15.6% | -4.4% | -16.7% |
| 6M | -0.1% | -2.4% | +2.3% | -0.8% |
| YTD | +29.2% | +45.4% | -16.2% | +16.8% |
| 1Y | +36.6% | +47.7% | -11.1% | +23.2% |
| All | +36.6% | +45.5% | -8.9% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling