+150.9%
SFM vs SOXQ
+286.7%
-135.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.6% |
| 7D | -10.6% | +0.8% | -11.4% | -10.7% |
| 30D | -15.5% | -4.6% | -10.9% | -15.1% |
| 3M | -17.4% | -10.2% | -7.3% | -17.0% |
| 6M | -3.4% | +49.7% | -53.1% | -10.8% |
| YTD | -8.7% | +67.2% | -75.9% | -17.6% |
| 1Y | -47.2% | +98.0% | -145.2% | -53.9% |
| 3Y | +82.7% | +237.2% | -154.4% | +40.4% |
| 5Y | +214.3% | +261.3% | -47.0% | +128.6% |
| All | +150.9% | +286.7% | -135.8% | +83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling