+47.8%
FE vs SOXQ
+279.9%
-232.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.2% |
| 7D | -1.7% | +2.3% | -4.0% | -1.7% |
| 30D | -1.3% | -3.9% | +2.6% | -1.2% |
| 3M | +0.6% | -4.7% | +5.3% | +0.5% |
| 6M | -6.8% | +47.9% | -54.7% | -9.0% |
| YTD | +6.4% | +64.3% | -57.9% | +3.4% |
| 1Y | +11.3% | +95.7% | -84.5% | +7.0% |
| 3Y | +47.1% | +231.5% | -184.4% | +31.9% |
| 5Y | +50.4% | +255.0% | -204.6% | +27.1% |
| All | +47.8% | +279.9% | -232.2% | +22.7% |
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 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