+104.9%
RJF vs SOXQ
+258.1%
-153.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.6% |
| 7D | -2.7% | +0.8% | -3.5% | -2.9% |
| 30D | -4.3% | -4.6% | +0.3% | -3.1% |
| 3M | +15.7% | -10.2% | +25.9% | +17.4% |
| 6M | +17.8% | +49.7% | -31.9% | -2.2% |
| YTD | +9.2% | +67.2% | -58.1% | -13.3% |
| 1Y | +2.8% | +98.0% | -95.2% | -24.1% |
| 3Y | +69.5% | +237.2% | -167.7% | -5.3% |
| All | +104.9% | +258.1% | -153.2% | +8.3% |
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 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