-0.8%
GFS vs SOXQ
+266.0%
-266.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.6% |
| 7D | +4.5% | +5.2% | -0.7% | -0.3% |
| 30D | -8.2% | -0.5% | -7.7% | -7.8% |
| 3M | -38.9% | -5.6% | -33.2% | -35.4% |
| 6M | -2.9% | +53.0% | -55.9% | -33.4% |
| YTD | +31.8% | +68.8% | -37.0% | -17.2% |
| 1Y | +43.1% | +105.7% | -62.6% | -25.6% |
| 3Y | -20.6% | +240.5% | -261.1% | -76.1% |
| All | -0.8% | +266.0% | -266.8% | -71.3% |
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