-56.4%
FICO vs SOXQ
+45.5%
-101.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -4.1% |
| 7D | +0.4% | -12.1% | +12.5% | -3.1% |
| 30D | +1.7% | -22.0% | +23.7% | -4.3% |
| 3M | -33.0% | -15.6% | -17.5% | -35.3% |
| 6M | -33.9% | -2.4% | -31.5% | -34.6% |
| YTD | -58.5% | +45.4% | -103.9% | -58.5% |
| 1Y | -56.4% | +47.7% | -104.0% | -56.3% |
| All | -56.4% | +45.5% | -101.8% | -56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling