-16.4%
FDS vs SOXQ
+286.7%
-303.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.4% |
| 7D | -14.0% | +0.8% | -14.7% | -14.0% |
| 30D | -6.2% | -4.6% | -1.7% | -5.9% |
| 3M | +10.2% | -10.2% | +20.3% | +10.4% |
| 6M | +27.4% | +49.7% | -22.2% | +15.6% |
| YTD | -9.3% | +67.2% | -76.5% | -19.8% |
| 1Y | -28.6% | +98.0% | -126.7% | -39.6% |
| 3Y | -36.8% | +237.2% | -274.0% | -55.6% |
| 5Y | -28.6% | +261.3% | -289.9% | -51.9% |
| All | -16.4% | +286.7% | -303.0% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling