+149.3%
QLD vs SOXQ
+245.8%
-96.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.7% | -1.1% | -1.2% |
| 7D | -1.2% | +2.9% | -4.1% | -4.1% |
| 30D | -15.7% | -13.6% | -2.1% | -2.3% |
| 3M | -10.0% | -12.5% | +2.5% | +2.1% |
| 6M | -11.2% | -12.4% | +1.1% | -2.8% |
| YTD | +16.4% | +49.6% | -33.2% | -30.6% |
| 1Y | +12.7% | +52.0% | -39.3% | -34.2% |
| 3Y | +152.3% | +199.1% | -46.8% | -36.8% |
| 5Y | +91.8% | +192.6% | -100.9% | -49.2% |
| All | +149.3% | +245.8% | -96.5% | -42.1% |
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