+1,626.3%
QQQ vs SOXL
+19,705.3%
-18,079.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.0% | +7.0% | +0.5% |
| 7D | -1.3% | +8.5% | -9.7% | -3.0% |
| 30D | -1.4% | -13.0% | +11.6% | +0.6% |
| 3M | +2.3% | -35.9% | +38.2% | +4.3% |
| 6M | +16.9% | +112.1% | -95.2% | -11.1% |
| YTD | +15.6% | +175.4% | -159.8% | -18.4% |
| 1Y | +22.6% | +304.9% | -282.2% | -22.3% |
| 3Y | +93.5% | +448.6% | -355.0% | -6.1% |
| 5Y | +93.9% | +156.1% | -62.2% | -9.6% |
| 10Y | +564.6% | +4,957.3% | -4,392.7% | +18.4% |
| All | +1,626.3% | +19,705.3% | -18,079.0% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling