+247.9%
SOXX vs QID
-80.8%
+328.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.6% | +0.6% |
| 7D | +1.4% | +1.3% | +0.1% | +2.4% |
| 30D | -3.6% | +2.9% | -6.5% | -1.1% |
| 3M | -10.2% | -0.7% | -9.4% | -6.5% |
| 6M | +54.2% | -29.7% | +83.9% | +31.4% |
| YTD | +75.2% | -27.9% | +103.1% | +54.1% |
| 1Y | +107.5% | -34.6% | +142.1% | +74.9% |
| 3Y | +226.8% | -73.5% | +300.3% | +87.7% |
| All | +247.9% | -80.8% | +328.7% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling