+247.9%
SOXX vs FWONK
+97.7%
+150.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -3.6% | -7.7% | +4.2% | -0.5% |
| 3M | -10.2% | +5.7% | -15.9% | -13.3% |
| 6M | +54.2% | +13.5% | +40.8% | +43.3% |
| YTD | +75.2% | -3.0% | +78.2% | +74.7% |
| 1Y | +107.5% | -6.4% | +113.9% | +110.1% |
| 3Y | +226.8% | +43.8% | +182.9% | +157.5% |
| All | +247.9% | +97.7% | +150.2% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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