+3,137.6%
SOXX vs QLD
+9,036.4%
-5,898.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.3% |
| 7D | +2.2% | +0.6% | +1.6% | +1.8% |
| 30D | -2.0% | -0.1% | -1.9% | -1.9% |
| 3M | -13.7% | -8.4% | -5.3% | -7.8% |
| 6M | +52.4% | +32.2% | +20.2% | +30.8% |
| YTD | +72.8% | +28.9% | +43.9% | +50.7% |
| 1Y | +113.9% | +43.8% | +70.1% | +75.1% |
| 3Y | +210.7% | +176.6% | +34.2% | +71.7% |
| 5Y | +244.6% | +121.6% | +123.1% | +105.2% |
| 10Y | +1,468.0% | +1,652.9% | -184.9% | +158.3% |
| All | +3,137.6% | +9,036.4% | -5,898.8% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling