-59.7%
FICO vs SOXQ
+48.4%
-108.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.7% |
| 7D | +1.4% | +16.4% | -15.0% | +5.3% |
| 30D | -0.8% | -13.9% | +13.1% | -4.2% |
| 3M | -31.3% | -15.1% | -16.2% | -33.4% |
| 6M | -33.9% | -10.2% | -23.8% | -34.6% |
| YTD | -57.6% | +48.7% | -106.3% | -58.1% |
| 1Y | -59.7% | +48.9% | -108.6% | -60.3% |
| All | -59.7% | +48.4% | -108.0% | -60.3% |
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