+93.1%
META vs SOXQ
+171.5%
-78.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.0% | -1.9% | +1.3% |
| 7D | +5.7% | -2.9% | +8.6% | +6.8% |
| 30D | -10.8% | -20.1% | +9.4% | +0.1% |
| 3M | +8.4% | -18.6% | +27.0% | +19.6% |
| 6M | +5.4% | -14.6% | +20.0% | +7.3% |
| YTD | -2.6% | +42.1% | -44.6% | -30.5% |
| 1Y | +3.5% | +45.2% | -41.6% | -27.8% |
| 3Y | +102.0% | +195.3% | -93.3% | -25.6% |
| 5Y | +93.1% | +174.8% | -81.7% | -26.8% |
| All | +93.1% | +171.5% | -78.4% | -26.8% |
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