+3,424.0%
SOXX vs QID
-100.0%
+3,523.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -5.1% | -1.3% |
| 7D | +3.0% | +2.7% | +0.3% | +4.8% |
| 30D | -3.1% | +3.3% | -6.5% | -0.8% |
| 3M | -4.4% | -5.5% | +1.1% | -3.6% |
| 6M | +52.9% | -28.4% | +81.3% | +34.9% |
| YTD | +72.0% | -26.6% | +98.6% | +56.1% |
| 1Y | +105.1% | -34.1% | +139.2% | +78.3% |
| 3Y | +220.6% | -73.7% | +294.3% | +97.7% |
| 5Y | +244.8% | -80.7% | +325.5% | +132.6% |
| 10Y | +1,537.1% | -99.1% | +1,636.3% | +195.3% |
| All | +3,424.0% | -100.0% | +3,523.9% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling