+114.2%
FAST vs SOXQ
+283.8%
-169.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | 0.0% |
| 7D | -0.4% | +2.3% | -2.7% | -0.9% |
| 30D | -0.8% | -2.3% | +1.5% | -0.4% |
| 3M | +5.8% | -13.8% | +19.5% | +8.2% |
| 6M | +8.0% | +48.6% | -40.6% | -5.3% |
| YTD | +25.6% | +66.0% | -40.4% | +6.5% |
| 1Y | +0.8% | +107.9% | -107.1% | -20.6% |
| 3Y | +86.1% | +224.1% | -138.0% | +19.8% |
| 5Y | +100.2% | +256.6% | -156.4% | +17.7% |
| All | +114.2% | +283.8% | -169.5% | +25.4% |
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