+89.8%
RF vs SOXQ
+265.0%
-175.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.6% |
| 7D | +2.7% | +5.3% | -2.6% | +1.0% |
| 30D | -3.4% | -3.7% | +0.3% | -2.4% |
| 3M | +6.4% | -7.8% | +14.2% | +7.1% |
| 6M | +13.4% | +58.4% | -45.0% | -8.1% |
| YTD | +14.2% | +68.1% | -53.9% | -9.8% |
| 1Y | +15.7% | +105.4% | -89.7% | -16.3% |
| 3Y | +91.3% | +239.2% | -147.9% | +5.9% |
| 5Y | +89.8% | +266.9% | -177.2% | -0.4% |
| All | +89.8% | +265.0% | -175.2% | -0.4% |
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