-4.2%
AFRM vs SOXQ
+231.9%
-236.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.3% | +2.5% |
| 7D | -4.4% | +8.2% | -12.6% | -12.7% |
| 30D | -7.7% | -13.2% | +5.5% | +3.9% |
| 3M | -16.9% | -18.5% | +1.7% | -1.6% |
| 6M | +2.5% | -15.4% | +17.9% | +5.3% |
| YTD | -12.5% | +43.6% | -56.1% | -57.1% |
| 1Y | -11.0% | +49.2% | -60.3% | -58.9% |
| 3Y | +184.6% | +190.2% | -5.6% | -61.8% |
| 5Y | -56.3% | +178.2% | -234.5% | -92.6% |
| All | -4.2% | +231.9% | -236.2% | -85.7% |
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