+1,626.3%
QQQ vs SOXS
-100.0%
+1,726.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.1% | -9.2% | +0.4% |
| 7D | -1.3% | -9.4% | +8.2% | -2.9% |
| 30D | -1.4% | +6.2% | -7.5% | +0.4% |
| 3M | +2.3% | -28.0% | +30.3% | +3.7% |
| 6M | +16.9% | -99.2% | +116.1% | -24.1% |
| YTD | +15.6% | -99.5% | +115.1% | -30.2% |
| 1Y | +22.6% | -99.7% | +122.4% | -33.5% |
| 3Y | +93.5% | -100.0% | +193.5% | -19.2% |
| 5Y | +93.9% | -100.0% | +193.9% | -23.5% |
| 10Y | +564.6% | -100.0% | +664.6% | -6.0% |
| All | +1,626.3% | -100.0% | +1,726.3% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling