-100.0%
SOXS vs QID
-99.9%
-0.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.9% |
| 7D | -16.6% | -1.9% | -14.6% | -13.4% |
| 30D | -4.4% | +1.7% | -6.1% | -6.5% |
| 3M | -26.2% | -3.9% | -22.3% | -1.9% |
| 6M | -99.3% | -30.0% | -69.3% | -95.7% |
| YTD | -99.5% | -28.2% | -71.3% | -97.3% |
| 1Y | -99.8% | -35.6% | -64.1% | -98.3% |
| 3Y | -100.0% | -74.3% | -25.7% | -98.7% |
| 5Y | -100.0% | -80.8% | -19.2% | -99.4% |
| 10Y | -100.0% | -99.2% | -0.8% | -99.8% |
| All | -100.0% | -99.9% | -0.1% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling