+52.5%
SOXX vs QS
-71.4%
+123.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.5% | -10.7% | -5.9% |
| 7D | -13.7% | +4.5% | -18.2% | -15.2% |
| 30D | -23.6% | -4.1% | -19.5% | -22.7% |
| 3M | -16.9% | -22.1% | +5.3% | -9.4% |
| 6M | -2.4% | -38.4% | +36.0% | +15.5% |
| YTD | +49.8% | -57.5% | +107.3% | +93.9% |
| 1Y | +52.5% | -71.3% | +123.8% | +119.8% |
| All | +52.5% | -71.4% | +123.9% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling