-6.9%
FDS vs SOXQ
+288.7%
-295.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.4% |
| 7D | -5.4% | +5.3% | -10.7% | -5.8% |
| 30D | +1.6% | -3.7% | +5.3% | +1.8% |
| 3M | +17.7% | -7.8% | +25.6% | +17.5% |
| 6M | +29.1% | +58.4% | -29.3% | +15.8% |
| YTD | +1.0% | +68.1% | -67.2% | -10.8% |
| 1Y | -21.6% | +105.4% | -127.0% | -34.2% |
| 3Y | -30.1% | +239.2% | -269.3% | -50.9% |
| 5Y | -20.7% | +266.9% | -287.6% | -46.7% |
| All | -6.9% | +288.7% | -295.7% | -38.0% |
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 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