-0.8%
GFS vs SOXQ
+256.3%
-257.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +2.4% |
| 7D | +3.2% | +2.3% | +0.9% | +0.9% |
| 30D | -9.6% | -3.9% | -5.7% | -6.3% |
| 3M | -38.5% | -4.7% | -33.8% | -35.5% |
| 6M | -1.3% | +47.9% | -49.2% | -30.2% |
| YTD | +31.8% | +64.3% | -32.5% | -15.2% |
| 1Y | +44.6% | +95.7% | -51.2% | -21.4% |
| 3Y | -20.6% | +231.5% | -252.1% | -75.5% |
| All | -0.8% | +256.3% | -257.1% | -70.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling