+47.5%
ROK vs SOXQ
+258.1%
-210.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.8% |
| 7D | -1.2% | +0.8% | -2.0% | -1.6% |
| 30D | -4.8% | -4.6% | -0.2% | -2.9% |
| 3M | -6.1% | -10.2% | +4.1% | -2.9% |
| 6M | +15.5% | +49.7% | -34.2% | -7.8% |
| YTD | +11.2% | +67.2% | -56.1% | -16.3% |
| 1Y | +23.8% | +98.0% | -74.2% | -14.7% |
| 3Y | +53.1% | +237.2% | -184.0% | -23.5% |
| All | +47.5% | +258.1% | -210.6% | -34.0% |
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