-91.6%
SOXS vs QLD
+13.1%
-104.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.9% | +6.9% | +14.6% |
| 7D | +46.7% | -9.4% | +56.0% | +12.3% |
| 30D | +97.0% | -17.1% | +114.0% | +23.4% |
| 3M | +39.5% | -10.4% | +50.0% | +19.8% |
| 6M | -54.9% | +0.7% | -55.7% | -10.6% |
| YTD | -90.4% | +17.7% | -108.1% | -64.5% |
| 1Y | -91.6% | +14.7% | -106.3% | -68.7% |
| All | -91.6% | +13.1% | -104.8% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling