+141.1%
QLD vs SOXQ
+228.4%
-87.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.0% | -0.2% | -0.5% |
| 7D | -1.4% | -2.9% | +1.4% | +1.3% |
| 30D | -19.6% | -20.1% | +0.6% | +1.1% |
| 3M | -14.1% | -18.6% | +4.5% | +5.0% |
| 6M | -13.6% | -14.6% | +1.0% | -3.0% |
| YTD | +12.5% | +42.1% | -29.5% | -29.2% |
| 1Y | +13.1% | +45.2% | -32.0% | -30.7% |
| 3Y | +154.7% | +195.3% | -40.6% | -35.8% |
| 5Y | +81.1% | +174.8% | -93.7% | -48.9% |
| All | +141.1% | +228.4% | -87.3% | -40.9% |
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