+9.7%
FPS vs SOXQ
+57.9%
-48.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.8% | +7.2% | +7.1% |
| 7D | +1.5% | +0.8% | +0.7% | +0.9% |
| 30D | -16.9% | -4.6% | -12.3% | -12.5% |
| 3M | -45.3% | -10.2% | -35.2% | -39.9% |
| 6M | -10.3% | +49.7% | -60.0% | -51.1% |
| All | +9.7% | +57.9% | -48.2% | -43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling