+42.1%
FICO vs SOXQ
+243.8%
-201.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +1.4% | +16.4% | -15.0% | -2.5% |
| 30D | -0.8% | -13.9% | +13.1% | +2.3% |
| 3M | -31.3% | -15.1% | -16.2% | -29.3% |
| 6M | -33.9% | -10.2% | -23.8% | -35.9% |
| YTD | -57.6% | +48.7% | -106.3% | -67.2% |
| 1Y | -59.7% | +48.9% | -108.6% | -69.0% |
| 3Y | -28.0% | +197.4% | -225.4% | -63.4% |
| 5Y | +91.0% | +188.2% | -97.2% | -10.5% |
| All | +42.1% | +243.8% | -201.7% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling