+558.6%
QQQ vs SOXX
+1,581.3%
-1,022.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | -0.2% |
| 7D | -0.6% | +1.4% | -2.0% | -1.4% |
| 30D | -1.2% | -3.6% | +2.4% | +0.6% |
| 3M | -0.2% | -10.2% | +10.0% | +4.1% |
| 6M | +17.9% | +54.2% | -36.3% | -12.1% |
| YTD | +16.6% | +75.2% | -58.6% | -20.0% |
| 1Y | +23.0% | +107.5% | -84.5% | -24.4% |
| 3Y | +92.9% | +226.8% | -133.8% | -14.8% |
| 5Y | +95.6% | +251.2% | -155.6% | -20.2% |
| All | +558.6% | +1,581.3% | -1,022.8% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXX.
Daily Out/Under-Performance
Portfolio return minus SOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXX 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 SOXX 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