-100.0%
SOXS vs QSR
+40.5%
-140.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -4.8% |
| 7D | -4.7% | -4.0% | -0.7% | -9.3% |
| 30D | +7.7% | +2.8% | +5.0% | +11.1% |
| 3M | -10.2% | +5.1% | -15.2% | -7.8% |
| 6M | -99.2% | +8.8% | -108.0% | -99.1% |
| YTD | -99.5% | +14.8% | -114.4% | -99.4% |
| 1Y | -99.8% | +25.7% | -125.5% | -99.7% |
| 3Y | -100.0% | +27.5% | -127.5% | -100.0% |
| All | -100.0% | +40.5% | -140.5% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling