+211.9%
SFM vs SOXQ
+251.3%
-39.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.9% |
| 7D | -8.8% | +2.3% | -11.1% | -9.0% |
| 30D | -14.5% | -3.9% | -10.6% | -14.1% |
| 3M | -16.8% | -4.7% | -12.1% | -17.1% |
| 6M | -5.3% | +47.9% | -53.2% | -12.6% |
| YTD | -9.4% | +64.3% | -73.7% | -18.4% |
| 1Y | -46.2% | +95.7% | -141.9% | -53.2% |
| 3Y | +81.3% | +231.5% | -150.2% | +38.2% |
| 5Y | +211.9% | +255.0% | -43.1% | +123.8% |
| All | +211.9% | +251.3% | -39.4% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling