+247.7%
FN vs SOXQ
+206.9%
+40.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.9% | +7.7% | +8.1% |
| 7D | 0.0% | -12.2% | +12.2% | +13.5% |
| 30D | -34.3% | -28.2% | -6.1% | -10.4% |
| 3M | -39.9% | -22.1% | -17.8% | -22.6% |
| 6M | -51.8% | -18.1% | -33.7% | -40.8% |
| YTD | -28.1% | +32.7% | -60.9% | -40.3% |
| 1Y | -29.1% | +34.1% | -63.2% | -41.0% |
| 3Y | +102.4% | +176.7% | -74.2% | +4.5% |
| 5Y | +171.7% | +159.9% | +11.8% | +38.5% |
| All | +247.7% | +206.9% | +40.8% | +69.0% |
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