+95.5%
META vs SOXQ
+227.1%
-131.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +3.3% | -5.7% | +9.0% | +6.1% |
| 30D | -10.8% | -20.5% | +9.7% | +0.4% |
| 3M | +7.9% | -16.6% | +24.5% | +17.5% |
| 6M | +5.4% | -15.0% | +20.4% | +7.5% |
| YTD | -2.6% | +41.5% | -44.1% | -30.3% |
| 1Y | +1.9% | +40.2% | -38.3% | -27.1% |
| 3Y | +97.0% | +183.0% | -86.0% | -24.2% |
| 5Y | +97.6% | +181.3% | -83.7% | -25.7% |
| All | +95.5% | +227.1% | -131.6% | -32.8% |
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 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