+138.1%
FAST vs SOXQ
+227.1%
-89.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +4.8% | -5.7% | +10.5% | +5.9% |
| 30D | +8.6% | -20.5% | +29.1% | +13.7% |
| 3M | +5.7% | -16.6% | +22.3% | +9.2% |
| 6M | +25.5% | -15.0% | +40.4% | +26.8% |
| YTD | +39.6% | +41.5% | -1.9% | +21.7% |
| 1Y | +35.5% | +40.2% | -4.7% | +18.2% |
| 3Y | +96.2% | +183.0% | -86.8% | +29.0% |
| 5Y | +110.2% | +181.3% | -71.1% | +30.6% |
| All | +138.1% | +227.1% | -89.0% | +43.4% |
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