+1,860.5%
FIX vs SOXQ
+283.8%
+1,576.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.4% | -0.4% |
| 7D | +6.0% | +2.3% | +3.7% | +4.3% |
| 30D | -7.2% | -2.3% | -5.0% | -5.7% |
| 3M | -15.9% | -13.8% | -2.1% | -6.9% |
| 6M | +12.7% | +48.6% | -35.9% | -14.0% |
| YTD | +72.8% | +66.0% | +6.8% | +23.2% |
| 1Y | +122.9% | +107.9% | +15.0% | +38.6% |
| 3Y | +774.3% | +224.1% | +550.2% | +335.2% |
| 5Y | +2,049.5% | +256.6% | +1,792.9% | +889.9% |
| All | +1,860.5% | +283.8% | +1,576.7% | +786.6% |
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