-91.6%
SOXS vs QSR
+23.8%
-115.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.5% | +3.3% | +2.9% |
| 7D | +46.7% | +5.2% | +41.5% | +39.0% |
| 30D | +97.0% | +12.2% | +84.8% | +78.0% |
| 3M | +39.5% | +7.0% | +32.5% | +31.3% |
| 6M | -54.9% | -0.3% | -54.6% | -56.8% |
| YTD | -90.4% | +18.0% | -108.4% | -91.1% |
| 1Y | -91.6% | +22.6% | -114.3% | -92.1% |
| All | -91.6% | +23.8% | -115.5% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling