+87.8%
META vs SOXQ
+283.8%
-195.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | -0.9% |
| 7D | +6.7% | +2.3% | +4.4% | +5.3% |
| 30D | +4.8% | -2.3% | +7.0% | +5.7% |
| 3M | -1.6% | -13.8% | +12.1% | +2.9% |
| 6M | -7.5% | +48.6% | -56.1% | -33.4% |
| YTD | -6.4% | +66.0% | -72.4% | -37.9% |
| 1Y | -17.3% | +107.9% | -125.2% | -53.7% |
| 3Y | +109.9% | +224.1% | -114.2% | -23.6% |
| 5Y | +65.4% | +256.6% | -191.2% | -45.1% |
| All | +87.8% | +283.8% | -195.9% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling