-100.0%
SOXS vs QSR
+203.9%
-303.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.7% | +8.8% | +7.3% |
| 7D | -9.4% | -4.7% | -4.7% | -14.6% |
| 30D | +6.2% | +4.3% | +1.8% | +11.5% |
| 3M | -28.0% | +5.4% | -33.5% | -25.6% |
| 6M | -99.2% | +8.2% | -107.3% | -99.1% |
| YTD | -99.5% | +14.1% | -113.6% | -99.4% |
| 1Y | -99.7% | +28.1% | -127.9% | -99.7% |
| 3Y | -100.0% | +25.3% | -125.3% | -100.0% |
| 5Y | -100.0% | +40.4% | -140.4% | -100.0% |
| 10Y | -100.0% | +132.4% | -232.4% | -100.0% |
| All | -100.0% | +203.9% | -303.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling