+225.1%
SOXQ vs FGI
-66.3%
+291.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.7% | -0.7% |
| 7D | +16.4% | +13.5% | +2.9% | +16.2% |
| 30D | -13.9% | +17.1% | -31.0% | -14.1% |
| 3M | -15.1% | +78.0% | -93.2% | -17.1% |
| 6M | -10.2% | +46.4% | -56.6% | -12.1% |
| YTD | +48.7% | +47.7% | +1.0% | +43.9% |
| 1Y | +48.9% | +56.8% | -7.9% | +43.7% |
| 3Y | +197.4% | +12.3% | +185.1% | +185.6% |
| All | +225.1% | -66.3% | +291.4% | +230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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