+162.4%
SFM vs SOXQ
+288.7%
-126.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.3% | -7.8% | -6.6% |
| 7D | -5.8% | +5.3% | -11.1% | -6.4% |
| 30D | -11.4% | -3.7% | -7.7% | -11.0% |
| 3M | -12.2% | -7.8% | -4.4% | -12.1% |
| 6M | -5.2% | +58.4% | -63.5% | -13.2% |
| YTD | -4.5% | +68.1% | -72.6% | -13.9% |
| 1Y | -45.4% | +105.4% | -150.8% | -52.7% |
| 3Y | +91.1% | +239.2% | -148.1% | +46.7% |
| 5Y | +226.8% | +266.9% | -40.1% | +137.9% |
| All | +162.4% | +288.7% | -126.3% | +92.3% |
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 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