-22.1%
GFS vs SOXQ
+237.4%
-259.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.4% |
| 7D | +2.6% | +5.3% | -2.6% | -1.9% |
| 30D | -16.4% | -3.7% | -12.7% | -13.5% |
| 3M | -41.6% | -7.8% | -33.8% | -37.0% |
| 6M | -3.7% | +58.4% | -62.1% | -33.1% |
| YTD | +29.3% | +68.1% | -38.8% | -14.1% |
| 1Y | +37.1% | +105.4% | -68.3% | -23.0% |
| 3Y | -22.1% | +239.2% | -261.3% | -74.9% |
| All | -22.1% | +237.4% | -259.5% | -74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling