+92.9%
QQQ vs SOXL
+458.1%
-365.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.4% | +0.1% |
| 7D | -0.6% | +3.9% | -4.4% | -1.2% |
| 30D | -1.2% | -14.3% | +13.1% | +0.6% |
| 3M | -0.2% | -45.6% | +45.4% | +4.6% |
| 6M | +17.9% | +117.2% | -99.3% | -6.2% |
| YTD | +16.6% | +189.8% | -173.2% | -13.2% |
| 1Y | +23.0% | +317.7% | -294.8% | -16.2% |
| 3Y | +92.9% | +478.6% | -385.7% | +2.8% |
| All | +92.9% | +458.1% | -365.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXL.
Daily Out/Under-Performance
Portfolio return minus SOXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXL 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 3y: compounded portfolio wealth divided by compounded SOXL 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…
3y analysis · Full analysis span regression · 6 months rolling