-20.9%
RMD vs SOXQ
+258.1%
-279.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.0% |
| 7D | -4.4% | +0.8% | -5.2% | -4.6% |
| 30D | -3.1% | -4.6% | +1.4% | -2.3% |
| 3M | +13.8% | -10.2% | +23.9% | +15.0% |
| 6M | -8.6% | +49.7% | -58.2% | -21.5% |
| YTD | -8.6% | +67.2% | -75.9% | -24.5% |
| 1Y | -19.7% | +98.0% | -117.7% | -37.5% |
| 3Y | +48.4% | +237.2% | -188.8% | -8.0% |
| All | -20.9% | +258.1% | -279.0% | -53.2% |
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