+151.9%
FFIV vs SOXQ
+235.9%
-84.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.7% |
| 7D | +3.5% | +5.2% | -1.8% | +1.8% |
| 30D | -1.3% | -0.5% | -0.8% | -1.2% |
| 3M | +2.4% | -5.6% | +8.0% | +2.9% |
| 6M | +41.8% | +53.0% | -11.2% | +18.9% |
| YTD | +58.5% | +68.8% | -10.3% | +28.1% |
| 1Y | +24.3% | +105.7% | -81.4% | -7.5% |
| All | +151.9% | +235.9% | -84.1% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling