+84.5%
FHN vs SOXQ
+258.1%
-173.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.6% |
| 7D | -1.9% | +0.8% | -2.6% | -2.1% |
| 30D | -5.4% | -4.6% | -0.9% | -4.5% |
| 3M | -1.4% | -10.2% | +8.8% | 0.0% |
| 6M | +9.9% | +49.7% | -39.8% | -4.2% |
| YTD | +3.9% | +67.2% | -63.4% | -12.4% |
| 1Y | +10.6% | +98.0% | -87.4% | -11.5% |
| 3Y | +130.7% | +237.2% | -106.5% | +58.1% |
| All | +84.5% | +258.1% | -173.6% | +24.1% |
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