-3.1%
AFRM vs SOXQ
+243.8%
-247.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.4% | -2.4% |
| 7D | -5.5% | +16.4% | -21.9% | -20.3% |
| 30D | -15.5% | -13.9% | -1.6% | -3.6% |
| 3M | -10.3% | -15.1% | +4.8% | +1.8% |
| 6M | +0.6% | -10.2% | +10.8% | -3.5% |
| YTD | -11.5% | +48.7% | -60.3% | -58.1% |
| 1Y | -16.6% | +48.9% | -65.5% | -60.8% |
| 3Y | +193.5% | +197.4% | -3.9% | -61.3% |
| 5Y | -55.8% | +188.2% | -244.0% | -92.8% |
| All | -3.1% | +243.8% | -247.0% | -86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling