-100.0%
SOXS vs QS
-75.4%
-24.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.8% | +8.9% | +7.6% |
| 7D | -9.4% | -5.0% | -4.5% | -12.0% |
| 30D | +6.2% | -18.3% | +24.5% | -4.6% |
| 3M | -28.0% | -26.0% | -2.0% | -31.9% |
| 6M | -99.2% | -24.0% | -75.1% | -98.6% |
| YTD | -99.5% | -50.3% | -49.2% | -99.3% |
| 1Y | -99.7% | -38.0% | -61.8% | -99.6% |
| 3Y | -100.0% | -24.6% | -75.4% | -99.9% |
| All | -100.0% | -75.4% | -24.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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