-36.3%
FICO vs SOXQ
+49.3%
-85.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.4% | -20.0% | -15.6% |
| 7D | -19.2% | +2.3% | -21.5% | -18.4% |
| 30D | -14.6% | -2.3% | -12.3% | -14.8% |
| 3M | -20.1% | -13.8% | -6.3% | -19.7% |
| 6M | -36.3% | +48.6% | -84.9% | -33.9% |
| All | -36.3% | +49.3% | -85.6% | -33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling