+65.1%
FIVE vs SOXQ
+111.3%
-46.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.4% | +1.7% | +4.3% |
| 7D | +4.3% | +2.3% | +1.9% | +3.7% |
| 30D | +12.5% | -2.3% | +14.8% | +13.0% |
| 3M | +31.2% | -13.8% | +45.0% | +34.7% |
| 6M | +14.4% | +48.6% | -34.2% | -10.4% |
| YTD | +33.9% | +66.0% | -32.1% | -2.7% |
| 1Y | +65.1% | +107.9% | -42.8% | -9.4% |
| All | +65.1% | +111.3% | -46.3% | -9.4% |
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