+333.0%
FN vs SOXQ
+283.8%
+49.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.2% | +0.2% |
| 7D | -1.7% | +2.3% | -4.0% | -3.7% |
| 30D | -22.0% | -2.3% | -19.7% | -19.4% |
| 3M | -43.0% | -13.8% | -29.2% | -34.6% |
| 6M | -27.7% | +48.6% | -76.4% | -47.6% |
| YTD | -10.5% | +66.0% | -76.5% | -40.2% |
| 1Y | +12.5% | +107.9% | -95.4% | -36.4% |
| 3Y | +153.8% | +224.1% | -70.3% | +9.5% |
| 5Y | +288.0% | +256.6% | +31.4% | +52.5% |
| All | +333.0% | +283.8% | +49.2% | +69.2% |
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