+51.4%
QCOM vs SOXQ
+286.7%
-235.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +1.4% |
| 7D | +7.8% | +0.8% | +7.1% | +7.2% |
| 30D | +12.2% | -4.6% | +16.8% | +16.1% |
| 3M | -9.9% | -10.2% | +0.3% | -3.5% |
| 6M | +36.9% | +49.7% | -12.7% | -4.3% |
| YTD | +8.0% | +67.2% | -59.2% | -32.2% |
| 1Y | +15.0% | +98.0% | -83.0% | -38.2% |
| 3Y | +75.8% | +237.2% | -161.3% | -43.3% |
| 5Y | +42.2% | +261.3% | -219.1% | -56.5% |
| All | +51.4% | +286.7% | -235.3% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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