+30.3%
FIVE vs SOXQ
+290.2%
-259.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +1.7% | +5.2% | -3.6% | -0.9% |
| 30D | +5.0% | -0.5% | +5.5% | +4.9% |
| 3M | +29.5% | -5.6% | +35.1% | +29.4% |
| 6M | +12.4% | +53.0% | -40.6% | -16.6% |
| YTD | +31.2% | +68.8% | -37.6% | -8.5% |
| 1Y | +72.9% | +105.7% | -32.9% | +6.8% |
| 3Y | +53.0% | +240.5% | -187.5% | -33.6% |
| 5Y | +34.2% | +266.8% | -232.6% | -45.3% |
| All | +30.3% | +290.2% | -259.9% | -48.1% |
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