-51.4%
FPS vs SOXQ
-15.3%
-36.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.3% | +4.3% |
| 7D | +13.6% | +8.2% | +5.4% | +3.9% |
| 30D | -32.4% | -13.2% | -19.2% | -17.1% |
| 3M | -41.1% | -18.5% | -22.6% | -22.5% |
| 6M | -51.4% | -15.4% | -36.0% | -39.2% |
| All | -51.4% | -15.3% | -36.1% | -39.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling