-81.1%
QS vs SOXQ
+286.7%
-367.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +0.2% |
| 7D | -3.6% | +0.8% | -4.4% | -4.4% |
| 30D | -17.2% | -4.6% | -12.7% | -13.6% |
| 3M | -27.0% | -10.2% | -16.8% | -20.6% |
| 6M | -24.6% | +49.7% | -74.2% | -50.9% |
| YTD | -49.3% | +67.2% | -116.6% | -70.4% |
| 1Y | -40.3% | +98.0% | -138.3% | -70.2% |
| 3Y | -23.8% | +237.2% | -261.0% | -81.4% |
| 5Y | -75.0% | +261.3% | -336.2% | -94.1% |
| All | -81.1% | +286.7% | -367.7% | -95.7% |
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