-21.7%
AFRM vs SOXQ
+267.6%
-289.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.8% |
| 7D | +3.1% | +5.3% | -2.2% | -2.9% |
| 30D | -4.2% | -3.7% | -0.5% | -1.3% |
| 3M | +10.1% | -7.8% | +17.9% | +11.3% |
| 6M | +39.4% | +58.4% | -19.0% | -33.2% |
| YTD | -3.2% | +68.1% | -71.3% | -58.4% |
| 1Y | -16.1% | +105.4% | -121.4% | -73.3% |
| 3Y | +220.8% | +239.2% | -18.4% | -63.3% |
| All | -21.7% | +267.6% | -289.3% | -90.1% |
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