+113.6%
FFIV vs SOXQ
+286.7%
-173.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +2.6% |
| 7D | +5.4% | +0.8% | +4.7% | +5.1% |
| 30D | -2.7% | -4.6% | +1.9% | -0.8% |
| 3M | +4.5% | -10.2% | +14.7% | +7.6% |
| 6M | +42.2% | +49.7% | -7.5% | +14.9% |
| YTD | +61.3% | +67.2% | -6.0% | +23.5% |
| 1Y | +23.0% | +98.0% | -75.0% | -13.9% |
| 3Y | +156.3% | +237.2% | -80.9% | +29.0% |
| 5Y | +102.9% | +261.3% | -158.4% | -5.1% |
| All | +113.6% | +286.7% | -173.1% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling