+6.4%
AFRM vs SOXQ
+283.8%
-277.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -6.3% |
| 7D | -7.0% | +2.3% | -9.3% | -9.5% |
| 30D | -7.8% | -2.3% | -5.5% | -6.8% |
| 3M | +5.3% | -13.8% | +19.1% | +14.6% |
| 6M | +42.6% | +48.6% | -6.0% | -25.5% |
| YTD | -2.8% | +66.0% | -68.8% | -57.3% |
| 1Y | -19.3% | +107.9% | -127.2% | -74.6% |
| 3Y | +231.0% | +224.1% | +6.8% | -57.8% |
| 5Y | -22.2% | +256.6% | -278.8% | -89.5% |
| All | +6.4% | +283.8% | -277.3% | -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 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