+60.4%
FFIV vs SOXQ
+231.9%
-171.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -1.3% |
| 7D | -0.5% | +8.2% | -8.7% | -3.8% |
| 30D | -32.4% | -13.2% | -19.2% | -28.8% |
| 3M | -25.7% | -18.5% | -7.2% | -19.8% |
| 6M | -13.5% | -15.4% | +1.9% | -10.2% |
| YTD | +21.1% | +43.6% | -22.5% | -2.0% |
| 1Y | +29.4% | +49.2% | -19.8% | +2.5% |
| 3Y | +94.9% | +190.2% | -95.3% | +3.8% |
| 5Y | +34.7% | +178.2% | -143.5% | -30.5% |
| All | +60.4% | +231.9% | -171.5% | -22.1% |
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