-36.4%
FICO vs SOXQ
+105.6%
-142.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +5.0% | +5.4% |
| 7D | -10.6% | +5.2% | -15.8% | -9.5% |
| 30D | -6.3% | -0.5% | -5.8% | -6.1% |
| 3M | -19.7% | -5.6% | -14.1% | -18.8% |
| 6M | -31.8% | +53.0% | -84.8% | -30.9% |
| YTD | -41.8% | +68.8% | -110.6% | -41.3% |
| 1Y | -36.4% | +105.7% | -142.2% | -39.4% |
| All | -36.4% | +105.6% | -142.0% | -39.4% |
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 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