+30.8%
SOXX vs QSR
+22.6%
+8.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | +0.2% | -70.9% | -70.8% |
| 7D | -23.0% | +7.6% | -30.6% | -26.3% |
| 30D | -32.9% | +11.8% | -44.7% | -34.9% |
| 3M | -25.3% | +6.4% | -31.7% | -28.5% |
| 6M | -17.8% | -2.1% | -15.7% | -20.8% |
| YTD | +32.1% | +18.3% | +13.8% | +29.3% |
| 1Y | +30.8% | +21.4% | +9.4% | +27.2% |
| All | +30.8% | +22.6% | +8.2% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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