-23.6%
FPS vs SOXQ
+40.4%
-64.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.6% | -9.3% | -9.1% |
| 7D | +21.6% | +16.4% | +5.2% | +1.9% |
| 30D | -38.8% | -13.9% | -24.9% | -24.1% |
| 3M | -42.1% | -15.1% | -27.0% | -26.8% |
| 6M | -48.5% | -10.2% | -38.3% | -41.3% |
| All | -23.6% | +40.4% | -64.0% | -52.9% |
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