+58.7%
FIVE vs SOXQ
+234.7%
-176.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.2% |
| 7D | +3.7% | +5.3% | -1.6% | +1.5% |
| 30D | +4.0% | -3.7% | +7.7% | +5.3% |
| 3M | +36.2% | -7.8% | +44.1% | +37.7% |
| 6M | +18.0% | +58.4% | -40.4% | -11.3% |
| YTD | +34.9% | +68.1% | -33.3% | -2.3% |
| 1Y | +67.9% | +105.4% | -37.5% | +9.0% |
| All | +58.7% | +234.7% | -176.0% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling