-7.3%
MOD vs SOXQ
+49.3%
-56.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.4% | +0.9% | +0.9% |
| 7D | +9.6% | +2.3% | +7.2% | +7.0% |
| 30D | 0.0% | -2.3% | +2.3% | +2.5% |
| 3M | -35.4% | -13.8% | -21.6% | -25.6% |
| 6M | -7.3% | +48.6% | -55.9% | -49.0% |
| All | -7.3% | +49.3% | -56.6% | -49.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling