+159.7%
USFD vs SOXQ
+283.8%
-124.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.7% | -1.3% |
| 7D | -3.0% | +2.3% | -5.4% | -3.7% |
| 30D | +3.5% | -2.3% | +5.8% | +4.0% |
| 3M | +26.6% | -13.8% | +40.3% | +29.6% |
| 6M | +11.7% | +48.6% | -36.9% | -5.8% |
| YTD | +38.1% | +66.0% | -27.9% | +11.5% |
| 1Y | +33.4% | +107.9% | -74.5% | -1.8% |
| 3Y | +155.8% | +224.1% | -68.3% | +46.2% |
| 5Y | +214.0% | +256.6% | -42.6% | +64.2% |
| All | +159.7% | +283.8% | -124.1% | +34.9% |
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 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