+139.8%
USFD vs SOXQ
+279.9%
-140.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.7% |
| 7D | -8.0% | +2.3% | -10.3% | -8.6% |
| 30D | -13.1% | -3.9% | -9.2% | -12.2% |
| 3M | +6.5% | -4.7% | +11.2% | +6.0% |
| 6M | +5.7% | +47.9% | -42.2% | -10.7% |
| YTD | +27.5% | +64.3% | -36.8% | +3.2% |
| 1Y | +23.4% | +95.7% | -72.3% | -7.1% |
| 3Y | +146.4% | +231.5% | -85.1% | +38.9% |
| 5Y | +196.8% | +255.0% | -58.2% | +55.5% |
| All | +139.8% | +279.9% | -140.1% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling