+1,537.1%
SOXX vs QID
-99.2%
+1,636.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.6% | +0.7% |
| 7D | +1.4% | +1.3% | +0.1% | +2.3% |
| 30D | -3.6% | +2.9% | -6.5% | -1.3% |
| 3M | -10.2% | -0.7% | -9.4% | -6.7% |
| 6M | +54.2% | -29.7% | +83.9% | +33.2% |
| YTD | +75.2% | -27.9% | +103.1% | +55.8% |
| 1Y | +107.5% | -34.6% | +142.1% | +77.5% |
| 3Y | +226.8% | -73.5% | +300.3% | +95.0% |
| 5Y | +251.2% | -81.0% | +332.2% | +126.1% |
| All | +1,537.1% | -99.2% | +1,636.3% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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