+30.0%
FIVE vs SOXQ
+231.9%
-201.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +1.4% |
| 7D | +2.7% | +8.2% | -5.5% | -1.2% |
| 30D | +12.7% | -13.2% | +25.8% | +19.1% |
| 3M | +2.1% | -18.5% | +20.6% | +10.3% |
| 6M | +17.5% | -15.4% | +32.9% | +19.8% |
| YTD | +31.0% | +43.6% | -12.6% | -3.1% |
| 1Y | +67.7% | +49.2% | +18.5% | +20.6% |
| 3Y | +43.4% | +190.2% | -146.8% | -33.8% |
| 5Y | +18.1% | +178.2% | -160.1% | -45.5% |
| All | +30.0% | +231.9% | -201.9% | -45.1% |
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