+98.6%
ROST vs SOXQ
+290.2%
-191.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | -2.2% | +5.2% | -7.5% | -3.6% |
| 30D | -11.4% | -0.5% | -10.9% | -11.5% |
| 3M | -1.6% | -5.6% | +4.0% | -1.6% |
| 6M | +6.8% | +53.0% | -46.2% | -9.9% |
| YTD | +25.8% | +68.8% | -43.0% | +2.3% |
| 1Y | +52.4% | +105.7% | -53.3% | +15.1% |
| 3Y | +94.4% | +240.5% | -146.1% | +13.6% |
| 5Y | +108.2% | +266.8% | -158.6% | +14.1% |
| All | +98.6% | +290.2% | -191.6% | +7.2% |
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