+448.2%
SOXX vs QS
-46.4%
+494.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | -0.1% | +1.6% |
| 7D | +1.4% | -3.6% | +5.0% | +1.8% |
| 30D | -3.6% | -17.2% | +13.7% | -1.6% |
| 3M | -10.2% | -27.0% | +16.8% | -7.2% |
| 6M | +54.2% | -24.6% | +78.8% | +58.7% |
| YTD | +75.2% | -49.3% | +124.5% | +87.0% |
| 1Y | +107.5% | -40.3% | +147.8% | +115.6% |
| 3Y | +226.8% | -23.8% | +250.6% | +211.8% |
| 5Y | +251.2% | -75.0% | +326.2% | +245.8% |
| All | +448.2% | -46.4% | +494.6% | +488.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling