-55.3%
ROKU vs SOXQ
+286.7%
-342.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.8% |
| 7D | -0.4% | +0.8% | -1.2% | -1.1% |
| 30D | +2.1% | -4.6% | +6.6% | +5.0% |
| 3M | +29.5% | -10.2% | +39.7% | +33.6% |
| 6M | +53.8% | +49.7% | +4.1% | -0.7% |
| YTD | +42.8% | +67.2% | -24.4% | -17.4% |
| 1Y | +60.7% | +98.0% | -37.3% | -21.7% |
| 3Y | +83.9% | +237.2% | -153.3% | -51.8% |
| 5Y | -52.8% | +261.3% | -314.1% | -89.0% |
| All | -55.3% | +286.7% | -342.0% | -90.1% |
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