-75.0%
FRSH vs SOXQ
+264.7%
-339.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.7% |
| 7D | -6.6% | +0.8% | -7.4% | -7.0% |
| 30D | +2.1% | -4.6% | +6.7% | +4.0% |
| 3M | +29.0% | -10.2% | +39.1% | +30.5% |
| 6M | +48.6% | +49.7% | -1.0% | +5.1% |
| YTD | -2.9% | +67.2% | -70.2% | -37.5% |
| 1Y | -7.9% | +98.0% | -105.9% | -48.4% |
| 3Y | -46.5% | +237.2% | -283.7% | -82.8% |
| All | -75.0% | +264.7% | -339.7% | -91.7% |
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 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