+49.4%
FE vs SOXQ
+283.8%
-234.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -3.9% | -0.7% |
| 7D | +1.9% | +2.3% | -0.4% | +1.9% |
| 30D | -1.2% | -2.3% | +1.1% | -1.1% |
| 3M | +3.5% | -13.8% | +17.3% | +3.8% |
| 6M | -6.1% | +48.6% | -54.7% | -8.2% |
| YTD | +7.6% | +66.0% | -58.4% | +4.5% |
| 1Y | +11.9% | +107.9% | -96.0% | +7.3% |
| 3Y | +48.4% | +224.1% | -175.7% | +33.6% |
| 5Y | +44.8% | +256.6% | -211.8% | +22.4% |
| All | +49.4% | +283.8% | -234.3% | +24.0% |
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