+1,589.8%
MOD vs SOXQ
+260.3%
+1,329.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.4% | +0.9% | +1.2% |
| 7D | +9.6% | +2.3% | +7.2% | +7.3% |
| 30D | 0.0% | -2.3% | +2.3% | +2.2% |
| 3M | -35.4% | -13.8% | -21.6% | -26.3% |
| 6M | -7.3% | +48.6% | -55.9% | -34.8% |
| YTD | +45.8% | +66.0% | -20.2% | -7.5% |
| 1Y | +43.1% | +107.9% | -64.7% | -25.0% |
| 3Y | +297.7% | +224.1% | +73.5% | +55.0% |
| All | +1,589.8% | +260.3% | +1,329.4% | +492.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling