+63.9%
META vs SOXQ
+265.0%
-201.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.3% |
| 7D | +6.0% | +5.3% | +0.8% | +3.0% |
| 30D | +3.6% | -3.7% | +7.3% | +5.4% |
| 3M | +4.9% | -7.8% | +12.7% | +5.7% |
| 6M | -4.7% | +58.4% | -63.1% | -34.2% |
| YTD | -6.9% | +68.1% | -75.0% | -38.8% |
| 1Y | -18.2% | +105.4% | -123.6% | -53.8% |
| 3Y | +107.8% | +239.2% | -131.5% | -27.4% |
| 5Y | +63.9% | +266.9% | -203.0% | -47.3% |
| All | +63.9% | +265.0% | -201.1% | -47.3% |
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