-11.0%
ROP vs SOXQ
+288.7%
-299.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.0% |
| 7D | -5.4% | +5.3% | -10.7% | -6.1% |
| 30D | -1.6% | -3.7% | +2.1% | -1.2% |
| 3M | +18.8% | -7.8% | +26.7% | +18.9% |
| 6M | +8.2% | +58.4% | -50.2% | -5.0% |
| YTD | -10.5% | +68.1% | -78.6% | -22.9% |
| 1Y | -23.7% | +105.4% | -129.1% | -38.1% |
| 3Y | -17.9% | +239.2% | -257.1% | -44.7% |
| 5Y | -15.3% | +266.9% | -282.2% | -46.6% |
| All | -11.0% | +288.7% | -299.7% | -44.2% |
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 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