-100.0%
SOXS vs QLD
+1,370.2%
-1,470.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +2.5% | -15.2% | -7.4% |
| 7D | +36.2% | -10.3% | +46.5% | +18.5% |
| 30D | +131.5% | -26.1% | +157.5% | +48.2% |
| 3M | +60.5% | -17.8% | +78.2% | +35.9% |
| 6M | -25.9% | -15.6% | -10.4% | -0.7% |
| YTD | -88.3% | +5.4% | -93.7% | -70.3% |
| 1Y | -89.6% | +5.2% | -94.8% | -71.7% |
| 3Y | -99.6% | +139.4% | -239.1% | -81.6% |
| 5Y | -99.9% | +66.7% | -166.6% | -88.6% |
| All | -100.0% | +1,370.2% | -1,470.2% | -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