-100.0%
SOXS vs QXO
+34.5%
-134.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.5% |
| 7D | -4.7% | -7.8% | +3.0% | -5.4% |
| 30D | +7.7% | -18.1% | +25.8% | +6.1% |
| 3M | -10.2% | -25.8% | +15.6% | -11.4% |
| 6M | -99.2% | -41.7% | -57.5% | -99.2% |
| YTD | -99.5% | -36.2% | -63.3% | -99.5% |
| 1Y | -99.8% | -42.1% | -57.7% | -99.7% |
| 3Y | -100.0% | -46.2% | -53.8% | -100.0% |
| 5Y | -100.0% | -70.7% | -29.3% | -100.0% |
| All | -100.0% | +34.5% | -134.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 10y: compounded portfolio wealth divided by compounded QXO 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…
10y analysis · Full analysis span regression · 6 months rolling