-27.7%
FDS vs SOXQ
+251.3%
-279.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.6% | -3.2% | -5.6% |
| 7D | -16.0% | +2.3% | -18.3% | -16.1% |
| 30D | -6.7% | -3.9% | -2.8% | -6.5% |
| 3M | +6.0% | -4.7% | +10.7% | +5.1% |
| 6M | +25.1% | +47.9% | -22.8% | +13.5% |
| YTD | -8.1% | +64.3% | -72.5% | -18.7% |
| 1Y | -26.0% | +95.7% | -121.7% | -37.4% |
| 3Y | -36.4% | +231.5% | -267.9% | -55.3% |
| 5Y | -27.7% | +255.0% | -282.7% | -50.7% |
| All | -27.7% | +251.3% | -279.0% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling