+48.9%
SOXQ vs FGI
+51.2%
-2.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.7% | -0.7% |
| 7D | +16.4% | +13.5% | +2.9% | +16.1% |
| 30D | -13.9% | +17.1% | -31.0% | -14.2% |
| 3M | -15.1% | +78.0% | -93.2% | -17.3% |
| 6M | -10.2% | +46.4% | -56.6% | -12.4% |
| YTD | +48.7% | +47.7% | +1.0% | +41.5% |
| 1Y | +48.9% | +56.8% | -7.9% | +43.1% |
| All | +48.9% | +51.2% | -2.2% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling