+229.8%
SOXX vs QLD
+177.9%
+52.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.2% |
| 7D | +6.1% | +1.9% | +4.2% | +4.4% |
| 30D | +0.5% | -1.8% | +2.3% | +2.1% |
| 3M | -5.3% | -0.1% | -5.2% | -4.3% |
| 6M | +58.3% | +32.6% | +25.8% | +28.2% |
| YTD | +76.8% | +27.9% | +48.9% | +47.4% |
| 1Y | +114.6% | +40.3% | +74.3% | +66.5% |
| All | +229.8% | +177.9% | +52.0% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling