-100.0%
SOXS vs QLD
+8,214.3%
-8,314.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +6.8% | -29.1% | -8.9% |
| 7D | -5.1% | -1.4% | -3.6% | +2.4% |
| 30D | +60.4% | -19.6% | +79.9% | +26.6% |
| 3M | +32.7% | -14.1% | +46.8% | +26.9% |
| 6M | -36.2% | -13.6% | -22.5% | -9.1% |
| YTD | -90.9% | +12.5% | -103.5% | -73.4% |
| 1Y | -92.2% | +13.1% | -105.3% | -75.2% |
| 3Y | -99.7% | +154.7% | -254.4% | -84.5% |
| 5Y | -99.9% | +81.1% | -181.0% | -89.6% |
| 10Y | -100.0% | +1,418.0% | -1,518.0% | -97.3% |
| All | -100.0% | +8,214.3% | -8,314.3% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling