+59.5%
FHN vs SOXQ
+290.2%
-230.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | 0.0% | +5.2% | -5.2% | -1.2% |
| 30D | -2.6% | -0.5% | -2.1% | -2.5% |
| 3M | 0.0% | -5.6% | +5.7% | +0.1% |
| 6M | +9.2% | +53.0% | -43.8% | -5.2% |
| YTD | +4.3% | +68.8% | -64.4% | -12.1% |
| 1Y | +10.8% | +105.7% | -95.0% | -12.2% |
| 3Y | +130.7% | +240.5% | -109.8% | +58.2% |
| 5Y | +87.4% | +266.8% | -179.4% | +25.1% |
| All | +59.5% | +290.2% | -230.7% | +6.4% |
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