+218.4%
USFD vs SOXQ
+190.6%
+27.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +1.3% | +16.4% | -15.1% | -2.8% |
| 30D | +10.6% | -13.9% | +24.4% | +14.3% |
| 3M | -2.4% | -15.1% | +12.7% | +1.0% |
| 6M | +28.9% | -10.2% | +39.1% | +27.6% |
| YTD | +43.7% | +48.7% | -5.0% | +17.8% |
| 1Y | +48.5% | +48.9% | -0.4% | +21.3% |
| 3Y | +154.7% | +197.4% | -42.7% | +44.4% |
| 5Y | +218.4% | +188.2% | +30.2% | +71.6% |
| All | +218.4% | +190.6% | +27.8% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling