+2,691.3%
SOXX vs QLD
+7,892.1%
-5,200.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -2.1% |
| 7D | +9.4% | +7.0% | +2.4% | +5.0% |
| 30D | -13.8% | -14.3% | +0.5% | -4.5% |
| 3M | -18.6% | -16.0% | -2.6% | -8.6% |
| 6M | -15.1% | -14.2% | -0.9% | -4.6% |
| YTD | +49.0% | +12.8% | +36.2% | +42.3% |
| 1Y | +55.3% | +14.1% | +41.2% | +47.4% |
| 3Y | +179.0% | +146.0% | +33.0% | +67.6% |
| 5Y | +166.5% | +82.0% | +84.5% | +80.4% |
| 10Y | +1,203.0% | +1,470.1% | -267.2% | +132.2% |
| All | +2,691.3% | +7,892.1% | -5,200.8% | +47.8% |
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