+1,209.8%
SOXX vs QLD
+1,468.8%
-259.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -2.0% |
| 7D | +9.4% | +7.0% | +2.4% | +4.6% |
| 30D | -13.8% | -14.3% | +0.5% | -3.8% |
| 3M | -18.6% | -16.0% | -2.6% | -7.8% |
| 6M | -15.1% | -14.2% | -0.9% | -3.8% |
| YTD | +49.0% | +12.8% | +36.2% | +41.6% |
| 1Y | +55.3% | +14.1% | +41.2% | +46.6% |
| 3Y | +179.0% | +146.0% | +33.0% | +61.6% |
| 5Y | +166.5% | +82.0% | +84.5% | +74.2% |
| All | +1,209.8% | +1,468.8% | -259.0% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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