+61.2%
FIVE vs SOXQ
+45.5%
+15.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.1% | +9.8% | +7.1% |
| 7D | +7.5% | -12.1% | +19.6% | +9.4% |
| 30D | +16.7% | -22.0% | +38.8% | +20.9% |
| 3M | +13.4% | -15.6% | +28.9% | +15.7% |
| 6M | +9.0% | -2.4% | +11.4% | +4.2% |
| YTD | +33.8% | +45.4% | -11.6% | +10.7% |
| 1Y | +61.2% | +47.7% | +13.5% | +31.7% |
| All | +61.2% | +45.5% | +15.7% | +31.7% |
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 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