+498.5%
MOD vs SOXQ
+227.1%
+271.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.5% |
| 7D | -17.8% | -5.7% | -12.1% | -12.9% |
| 30D | -43.2% | -20.5% | -22.8% | -29.4% |
| 3M | -46.0% | -16.6% | -29.4% | -35.7% |
| 6M | -62.2% | -15.0% | -47.3% | -55.7% |
| YTD | -22.8% | +41.5% | -64.3% | -42.7% |
| 1Y | -35.5% | +40.2% | -75.7% | -51.2% |
| 3Y | +128.2% | +183.0% | -54.7% | +2.8% |
| 5Y | +791.6% | +181.3% | +610.3% | +276.5% |
| All | +498.5% | +227.1% | +271.4% | +143.3% |
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