+51.7%
FE vs SOXQ
+231.9%
-180.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.5% | +1.1% |
| 7D | +1.2% | +8.2% | -6.9% | +1.1% |
| 30D | +4.5% | -13.2% | +17.7% | +4.8% |
| 3M | +1.3% | -18.5% | +19.9% | +1.7% |
| 6M | +8.7% | -15.4% | +24.1% | +8.6% |
| YTD | +9.2% | +43.6% | -34.4% | +6.4% |
| 1Y | +7.0% | +49.2% | -42.3% | +3.9% |
| 3Y | +51.4% | +190.2% | -138.8% | +36.1% |
| 5Y | +47.7% | +178.2% | -130.5% | +27.7% |
| All | +51.7% | +231.9% | -180.3% | +26.2% |
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