+190.2%
SOXQ vs FGI
-70.6%
+260.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +3.9% |
| 7D | -12.2% | -7.0% | -5.3% | -12.1% |
| 30D | -28.2% | -4.2% | -23.9% | -28.1% |
| 3M | -22.1% | +55.6% | -77.7% | -23.6% |
| 6M | -18.1% | -3.2% | -15.0% | -19.2% |
| YTD | +32.7% | +29.1% | +3.6% | +28.8% |
| 1Y | +34.1% | +51.0% | -16.8% | +29.5% |
| 3Y | +176.7% | +1.5% | +175.2% | +165.3% |
| All | +190.2% | -70.6% | +260.7% | +195.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling