+1,537.1%
SOXX vs QSR
+135.2%
+1,401.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.6% |
| 7D | +1.4% | -4.0% | +5.4% | +3.1% |
| 30D | -3.6% | +2.8% | -6.3% | -4.8% |
| 3M | -10.2% | +5.1% | -15.2% | -12.8% |
| 6M | +54.2% | +8.8% | +45.4% | +46.5% |
| YTD | +75.2% | +14.8% | +60.4% | +61.6% |
| 1Y | +107.5% | +25.7% | +81.8% | +82.7% |
| 3Y | +226.8% | +27.5% | +199.2% | +180.1% |
| 5Y | +251.2% | +41.3% | +210.0% | +184.6% |
| All | +1,537.1% | +135.2% | +1,401.9% | +961.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling