-41.9%
SFM vs SOXQ
+111.3%
-153.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +3.2% |
| 7D | -0.1% | +2.3% | -2.4% | +0.1% |
| 30D | -4.4% | -2.3% | -2.1% | -4.5% |
| 3M | +1.5% | -13.8% | +15.3% | -0.6% |
| 6M | +6.5% | +48.6% | -42.1% | +9.6% |
| YTD | +2.2% | +66.0% | -63.8% | +2.7% |
| 1Y | -41.9% | +107.9% | -149.8% | -44.3% |
| All | -41.9% | +111.3% | -153.2% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling