-100.0%
SOXS vs QLD
+188.2%
-288.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.3% | -10.5% | -9.3% |
| 7D | -7.0% | +0.6% | -7.6% | -5.3% |
| 30D | +2.8% | -0.1% | +2.9% | +5.2% |
| 3M | -9.8% | -8.4% | -1.5% | +11.8% |
| 6M | -99.2% | +32.2% | -131.4% | -92.8% |
| YTD | -99.5% | +28.9% | -128.4% | -95.5% |
| 1Y | -99.8% | +43.8% | -143.6% | -97.0% |
| All | -100.0% | +188.2% | -288.2% | -95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling