+170.7%
USFD vs SOXQ
+231.9%
-61.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.6% | +1.1% |
| 7D | +1.7% | +8.2% | -6.5% | -0.5% |
| 30D | +10.2% | -13.2% | +23.3% | +13.5% |
| 3M | -1.5% | -18.5% | +17.0% | +3.0% |
| 6M | +27.3% | -15.4% | +42.8% | +28.4% |
| YTD | +44.0% | +43.6% | +0.4% | +19.6% |
| 1Y | +50.4% | +49.2% | +1.1% | +22.9% |
| 3Y | +153.6% | +190.2% | -36.6% | +47.0% |
| 5Y | +219.0% | +178.2% | +40.8% | +74.8% |
| All | +170.7% | +231.9% | -61.2% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling