+484.2%
SOXL vs QCOM
+74.7%
+409.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +1.9% | -1.0% |
| 7D | +16.4% | +5.1% | +11.3% | +5.7% |
| 30D | -12.1% | +4.3% | -16.4% | -18.9% |
| 3M | -41.7% | -19.6% | -22.1% | -1.7% |
| 6M | +157.4% | +29.5% | +127.9% | +40.5% |
| YTD | +193.3% | +3.4% | +189.9% | +158.2% |
| 1Y | +355.3% | +10.9% | +344.4% | +244.8% |
| 3Y | +484.2% | +74.8% | +409.4% | +174.0% |
| All | +484.2% | +74.7% | +409.4% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 QCOM 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