-100.0%
SOXS vs QLD
+1,508.4%
-1,608.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | -0.4% |
| 7D | -43.7% | +12.5% | -56.2% | -24.4% |
| 30D | +22.2% | -15.7% | +37.9% | +6.5% |
| 3M | +13.0% | -11.9% | +24.9% | +15.0% |
| 6M | -47.7% | -10.3% | -37.4% | -18.1% |
| YTD | -92.5% | +15.6% | -108.1% | -75.7% |
| 1Y | -93.1% | +12.1% | -105.3% | -77.7% |
| 3Y | -99.7% | +150.7% | -250.4% | -84.5% |
| 5Y | -99.9% | +86.6% | -186.5% | -89.9% |
| All | -100.0% | +1,508.4% | -1,608.4% | -95.8% |
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