+558.6%
QQQ vs SOXS
-100.0%
+658.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.4% | -0.1% |
| 7D | -0.6% | -4.7% | +4.2% | -1.3% |
| 30D | -1.2% | +7.7% | -9.0% | +0.8% |
| 3M | -0.2% | -10.2% | +9.9% | +4.6% |
| 6M | +17.9% | -99.2% | +117.1% | -23.0% |
| YTD | +16.6% | -99.5% | +116.2% | -29.6% |
| 1Y | +23.0% | -99.8% | +122.7% | -33.0% |
| 3Y | +92.9% | -100.0% | +192.9% | -19.4% |
| 5Y | +95.6% | -100.0% | +195.6% | -22.9% |
| All | +558.6% | -100.0% | +658.6% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXS.
Daily Out/Under-Performance
Portfolio return minus SOXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXS 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 SOXS 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