+1,507.2%
SOXX vs QLD
+1,707.9%
-200.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -1.3% |
| 7D | +3.0% | -2.6% | +5.6% | +4.9% |
| 30D | -3.1% | -3.3% | +0.1% | -0.9% |
| 3M | -4.4% | +1.8% | -6.2% | -4.5% |
| 6M | +52.9% | +29.7% | +23.2% | +31.3% |
| YTD | +72.0% | +25.1% | +46.9% | +51.3% |
| 1Y | +105.1% | +37.1% | +68.0% | +70.5% |
| 3Y | +220.6% | +176.3% | +44.3% | +70.2% |
| 5Y | +244.8% | +121.0% | +123.8% | +97.5% |
| All | +1,507.2% | +1,707.9% | -200.8% | +132.4% |
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