-31.1%
SOXS vs QLD
-13.4%
-17.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +6.8% | -29.1% | +0.4% |
| 7D | -5.1% | -1.4% | -3.6% | +3.6% |
| 30D | +60.4% | -19.6% | +79.9% | -1.7% |
| 3M | +32.7% | -14.1% | +46.8% | +9.8% |
| All | -31.1% | -13.4% | -17.7% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling