+28.9%
FIVE vs SOXQ
+286.7%
-257.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.5% |
| 7D | -3.0% | +0.8% | -3.8% | -3.4% |
| 30D | +2.7% | -4.6% | +7.3% | +4.8% |
| 3M | +21.1% | -10.2% | +31.3% | +24.6% |
| 6M | +11.9% | +49.7% | -37.7% | -15.9% |
| YTD | +29.9% | +67.2% | -37.4% | -9.1% |
| 1Y | +67.8% | +98.0% | -30.2% | +5.9% |
| 3Y | +52.8% | +237.2% | -184.4% | -33.3% |
| 5Y | +31.3% | +261.3% | -230.0% | -46.2% |
| All | +28.9% | +286.7% | -257.7% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling