+62.2%
FITB vs SOXQ
+290.2%
-228.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -0.4% | +5.2% | -5.6% | -2.0% |
| 30D | -5.1% | -0.5% | -4.6% | -5.1% |
| 3M | +3.5% | -5.6% | +9.2% | +3.5% |
| 6M | +17.2% | +53.0% | -35.8% | -3.3% |
| YTD | +17.6% | +68.8% | -51.1% | -6.8% |
| 1Y | +23.4% | +105.7% | -82.4% | -10.2% |
| 3Y | +129.7% | +240.5% | -110.7% | +27.5% |
| 5Y | +68.4% | +266.8% | -198.3% | -12.8% |
| All | +62.2% | +290.2% | -228.0% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling