-27.7%
FN vs SOXQ
+49.3%
-77.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.2% | -0.5% |
| 7D | -1.7% | +2.3% | -4.0% | -4.1% |
| 30D | -22.0% | -2.3% | -19.7% | -18.8% |
| 3M | -43.0% | -13.8% | -29.2% | -33.0% |
| 6M | -27.7% | +48.6% | -76.4% | -62.4% |
| All | -27.7% | +49.3% | -77.1% | -62.4% |
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