+44.6%
FDX vs SOXQ
+279.9%
-235.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.7% |
| 7D | -3.9% | +2.3% | -6.2% | -4.6% |
| 30D | -3.3% | -3.9% | +0.6% | -2.2% |
| 3M | -2.0% | -4.7% | +2.8% | -1.8% |
| 6M | +8.0% | +47.9% | -39.8% | -8.8% |
| YTD | +35.0% | +64.3% | -29.3% | +9.2% |
| 1Y | +73.7% | +95.7% | -22.0% | +30.6% |
| 3Y | +61.6% | +231.5% | -169.9% | -7.7% |
| 5Y | +65.4% | +255.0% | -189.6% | -12.5% |
| All | +44.6% | +279.9% | -235.3% | -24.9% |
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