+96.3%
FFIV vs SOXQ
+251.3%
-155.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.4% |
| 7D | +1.6% | +2.3% | -0.7% | +0.6% |
| 30D | -3.7% | -3.9% | +0.2% | -2.2% |
| 3M | +2.0% | -4.7% | +6.7% | +2.1% |
| 6M | +39.3% | +47.9% | -8.6% | +12.9% |
| YTD | +56.1% | +64.3% | -8.2% | +20.2% |
| 1Y | +22.0% | +95.7% | -73.7% | -14.4% |
| 3Y | +148.2% | +231.5% | -83.3% | +25.0% |
| 5Y | +96.3% | +255.0% | -158.7% | -8.0% |
| All | +96.3% | +251.3% | -155.0% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling