+106.8%
FAST vs SOXQ
+265.0%
-158.2%
-30.7%
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% | -0.8% |
| 7D | +1.3% | +5.3% | -4.0% | +0.1% |
| 30D | -4.7% | -3.7% | -1.0% | -4.0% |
| 3M | +7.9% | -7.8% | +15.8% | +8.8% |
| 6M | +7.4% | +58.4% | -50.9% | -7.5% |
| YTD | +25.1% | +68.1% | -43.1% | +5.5% |
| 1Y | +4.7% | +105.4% | -100.7% | -17.4% |
| 3Y | +94.7% | +239.2% | -144.5% | +22.7% |
| 5Y | +106.8% | +266.9% | -160.1% | +17.6% |
| All | +106.8% | +265.0% | -158.2% | +17.6% |
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