+3.7%
FICO vs SOXQ
+237.4%
-233.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -15.4% | +5.3% | -20.7% | -16.1% |
| 30D | -10.4% | -3.7% | -6.7% | -10.0% |
| 3M | -22.7% | -7.8% | -14.9% | -22.6% |
| 6M | -36.8% | +58.4% | -95.1% | -46.6% |
| YTD | -44.8% | +68.1% | -112.9% | -54.6% |
| 1Y | -39.3% | +105.4% | -144.7% | -54.1% |
| 3Y | +3.7% | +239.2% | -235.5% | -41.7% |
| All | +3.7% | +237.4% | -233.7% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling