+31.6%
FDS vs SOXQ
+45.5%
-13.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.1% | +6.0% | +1.6% |
| 7D | +9.4% | -12.1% | +21.5% | +4.4% |
| 30D | +23.8% | -22.0% | +45.8% | +13.4% |
| 3M | +25.1% | -15.6% | +40.7% | +18.6% |
| 6M | +53.8% | -2.4% | +56.2% | +52.5% |
| YTD | +19.6% | +45.4% | -25.8% | +24.7% |
| 1Y | +31.6% | +47.7% | -16.0% | +39.0% |
| All | +31.6% | +45.5% | -13.8% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling