+94.8%
FICO vs SOXQ
+290.2%
-195.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +5.0% | +5.2% |
| 7D | -10.6% | +5.2% | -15.8% | -12.1% |
| 30D | -6.3% | -0.5% | -5.8% | -6.5% |
| 3M | -19.7% | -5.6% | -14.1% | -20.8% |
| 6M | -31.8% | +53.0% | -84.8% | -45.6% |
| YTD | -41.8% | +68.8% | -110.6% | -56.0% |
| 1Y | -36.4% | +105.7% | -142.2% | -56.6% |
| 3Y | +9.3% | +240.5% | -231.2% | -45.8% |
| 5Y | +113.0% | +266.8% | -153.8% | -6.4% |
| All | +94.8% | +290.2% | -195.4% | -15.7% |
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