+438.2%
SOXX vs QS
-47.4%
+485.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.7% |
| 7D | +3.0% | -5.0% | +8.0% | +3.6% |
| 30D | -3.1% | -18.3% | +15.2% | -1.0% |
| 3M | -4.4% | -26.0% | +21.6% | -1.3% |
| 6M | +52.9% | -24.0% | +76.9% | +57.3% |
| YTD | +72.0% | -50.3% | +122.3% | +84.0% |
| 1Y | +105.1% | -38.0% | +143.1% | +112.3% |
| 3Y | +220.6% | -24.6% | +245.2% | +206.4% |
| 5Y | +244.8% | -75.4% | +320.2% | +240.2% |
| All | +438.2% | -47.4% | +485.6% | +479.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling