+1,030.4%
MOD vs SOXQ
+283.8%
+746.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.4% | +0.9% | +1.3% |
| 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% | -26.4% |
| 6M | -7.3% | +48.6% | -55.9% | -34.6% |
| YTD | +45.8% | +66.0% | -20.2% | -7.2% |
| 1Y | +43.1% | +107.9% | -64.7% | -24.5% |
| 3Y | +297.7% | +224.1% | +73.5% | +56.5% |
| 5Y | +1,478.8% | +256.6% | +1,222.2% | +455.7% |
| All | +1,030.4% | +283.8% | +746.7% | +293.8% |
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