-100.0%
SOXS vs QQQM
+152.0%
-252.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -1.6% |
| 7D | -4.7% | -0.6% | -4.2% | -6.8% |
| 30D | +7.7% | -1.2% | +8.9% | +4.3% |
| 3M | -10.2% | -0.1% | -10.1% | +17.6% |
| 6M | -99.2% | +18.0% | -117.2% | -94.0% |
| YTD | -99.5% | +16.7% | -116.2% | -96.3% |
| 1Y | -99.8% | +23.0% | -122.8% | -97.3% |
| 3Y | -100.0% | +93.3% | -193.3% | -96.4% |
| 5Y | -100.0% | +96.3% | -196.3% | -97.8% |
| All | -100.0% | +152.0% | -252.0% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 QQQM 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