-32.1%
FDS vs SOXQ
+235.9%
-268.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.4% |
| 7D | -8.8% | +5.2% | -14.0% | -8.5% |
| 30D | -1.4% | -0.5% | -0.9% | -1.4% |
| 3M | +13.9% | -5.6% | +19.5% | +13.6% |
| 6M | +27.4% | +53.0% | -25.6% | +21.8% |
| YTD | -2.5% | +68.8% | -71.2% | -7.9% |
| 1Y | -23.8% | +105.7% | -129.5% | -30.2% |
| All | -32.1% | +235.9% | -268.0% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling