+0.7%
FPS vs SOXQ
+55.1%
-54.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.6% | -3.1% | -3.0% |
| 7D | -4.6% | +2.3% | -6.9% | -6.8% |
| 30D | -22.6% | -3.9% | -18.7% | -19.3% |
| 3M | -45.1% | -4.7% | -40.4% | -43.3% |
| 6M | -17.8% | +47.9% | -65.7% | -54.9% |
| All | +0.7% | +55.1% | -54.5% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling