-100.0%
SOXS vs QLD
+121.5%
-221.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.3% | -10.5% | -9.5% |
| 7D | -7.0% | +0.6% | -7.6% | -5.5% |
| 30D | +2.8% | -0.1% | +2.9% | +5.1% |
| 3M | -9.8% | -8.4% | -1.5% | +11.2% |
| 6M | -99.2% | +32.2% | -131.4% | -94.1% |
| YTD | -99.5% | +28.9% | -128.4% | -96.3% |
| 1Y | -99.8% | +43.8% | -143.6% | -97.6% |
| 3Y | -100.0% | +176.6% | -276.6% | -97.1% |
| All | -100.0% | +121.5% | -221.5% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling