+81.3%
SFM vs SOXQ
+227.1%
-145.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.1% |
| 7D | -8.8% | +2.3% | -11.1% | -8.9% |
| 30D | -14.5% | -3.9% | -10.6% | -14.3% |
| 3M | -16.8% | -4.7% | -12.1% | -17.3% |
| 6M | -5.3% | +47.9% | -53.2% | -11.2% |
| YTD | -9.4% | +64.3% | -73.7% | -16.9% |
| 1Y | -46.2% | +95.7% | -141.9% | -52.2% |
| All | +81.3% | +227.1% | -145.8% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling