+47.7%
FE vs SOXQ
+237.4%
-189.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.6% |
| 7D | +0.6% | +5.3% | -4.7% | +0.8% |
| 30D | -2.1% | -3.7% | +1.6% | -2.3% |
| 3M | +2.6% | -7.8% | +10.4% | +2.4% |
| 6M | -6.8% | +58.4% | -65.2% | -5.7% |
| YTD | +6.9% | +68.1% | -61.3% | +8.3% |
| 1Y | +11.6% | +105.4% | -93.8% | +13.7% |
| 3Y | +47.7% | +239.2% | -191.5% | +42.5% |
| All | +47.7% | +237.4% | -189.7% | +42.5% |
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