-15.0%
ROP vs SOXQ
+258.1%
-273.1%
-46.5%
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% | -0.3% |
| 7D | -4.6% | +0.8% | -5.4% | -4.7% |
| 30D | -1.7% | -4.6% | +2.9% | -1.1% |
| 3M | +17.1% | -10.2% | +27.2% | +17.8% |
| 6M | +10.9% | +49.7% | -38.8% | -1.5% |
| YTD | -12.1% | +67.2% | -79.3% | -24.4% |
| 1Y | -24.2% | +98.0% | -122.3% | -38.0% |
| 3Y | -20.4% | +237.2% | -257.5% | -46.6% |
| All | -15.0% | +258.1% | -273.1% | -47.1% |
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 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