+150.0%
USFD vs SOXQ
+235.9%
-85.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.8% | -5.5% |
| 7D | -7.0% | +5.2% | -12.2% | -7.7% |
| 30D | -10.3% | -0.5% | -9.8% | -10.3% |
| 3M | +9.2% | -5.6% | +14.8% | +9.2% |
| 6M | +7.4% | +53.0% | -45.6% | -3.8% |
| YTD | +29.4% | +68.8% | -39.4% | +13.1% |
| 1Y | +24.8% | +105.7% | -80.9% | +3.5% |
| All | +150.0% | +235.9% | -85.9% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling