+139.6%
FAST vs SOXQ
+231.9%
-92.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.8% | +0.1% |
| 7D | +4.2% | +8.2% | -4.0% | +2.3% |
| 30D | +6.7% | -13.2% | +19.8% | +9.5% |
| 3M | +8.0% | -18.5% | +26.6% | +12.2% |
| 6M | +27.4% | -15.4% | +42.9% | +29.1% |
| YTD | +40.5% | +43.6% | -3.1% | +22.1% |
| 1Y | +38.4% | +49.2% | -10.9% | +18.6% |
| 3Y | +98.7% | +190.2% | -91.5% | +29.6% |
| 5Y | +106.7% | +178.2% | -71.5% | +28.9% |
| All | +139.6% | +231.9% | -92.3% | +43.8% |
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