+47.6%
FE vs SOXQ
+269.0%
-221.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -0.2% | +5.2% | -5.4% | -0.3% |
| 30D | -1.2% | -0.5% | -0.7% | -1.2% |
| 3M | +1.7% | -5.6% | +7.3% | +1.6% |
| 6M | -7.5% | +53.0% | -60.5% | -9.7% |
| YTD | +6.3% | +68.8% | -62.5% | +3.3% |
| 1Y | +10.9% | +105.7% | -94.9% | +6.4% |
| 3Y | +46.9% | +240.5% | -193.5% | +31.6% |
| 5Y | +47.6% | +266.8% | -219.2% | +22.0% |
| All | +47.6% | +269.0% | -221.4% | +22.0% |
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 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