-100.0%
SOXS vs QLD
+1,636.2%
-1,736.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -5.2% |
| 7D | -15.6% | +3.0% | -18.6% | -10.4% |
| 30D | +4.8% | -1.8% | +6.6% | +3.1% |
| 3M | -21.6% | -1.8% | -19.8% | +4.4% |
| 6M | -99.3% | +36.9% | -136.2% | -95.4% |
| YTD | -99.5% | +28.7% | -128.2% | -96.9% |
| 1Y | -99.8% | +41.9% | -141.7% | -97.9% |
| 3Y | -100.0% | +184.2% | -284.2% | -97.9% |
| 5Y | -100.0% | +122.1% | -222.1% | -99.0% |
| 10Y | -100.0% | +1,646.5% | -1,746.5% | -99.6% |
| All | -100.0% | +1,636.2% | -1,736.2% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling