-100.0%
SOXS vs QID
-73.7%
-26.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.8% | -0.9% |
| 7D | -4.7% | +1.3% | -6.0% | -7.6% |
| 30D | +7.7% | +2.9% | +4.8% | +1.1% |
| 3M | -10.2% | -0.7% | -9.4% | +11.9% |
| 6M | -99.2% | -29.7% | -69.5% | -93.6% |
| YTD | -99.5% | -27.9% | -71.7% | -96.2% |
| 1Y | -99.8% | -34.6% | -65.2% | -97.4% |
| 3Y | -100.0% | -73.5% | -26.5% | -97.6% |
| All | -100.0% | -73.7% | -26.2% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 3y: compounded portfolio wealth divided by compounded QID 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…
3y analysis · Full analysis span regression · 6 months rolling