+88.0%
FICO vs SOXQ
+177.3%
-89.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +0.9% | -5.7% | +6.6% | +2.1% |
| 30D | +9.4% | -20.5% | +29.9% | +15.2% |
| 3M | -30.4% | -16.6% | -13.8% | -28.2% |
| 6M | -35.1% | -15.0% | -20.1% | -36.1% |
| YTD | -56.8% | +41.5% | -98.3% | -66.2% |
| 1Y | -58.4% | +40.2% | -98.6% | -67.5% |
| 3Y | -26.7% | +183.0% | -209.6% | -62.4% |
| 5Y | +88.0% | +181.3% | -93.3% | -10.9% |
| All | +88.0% | +177.3% | -89.3% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling