+184.8%
SOXL vs QCOM
+38.0%
+146.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | -0.6% |
| 7D | +18.4% | +4.4% | +14.0% | +8.5% |
| 30D | -3.2% | +9.4% | -12.5% | -19.5% |
| 3M | -37.6% | -13.7% | -23.9% | -6.4% |
| 6M | +136.1% | +28.9% | +107.2% | +27.4% |
| YTD | +199.5% | +4.7% | +194.7% | +150.3% |
| 1Y | +363.2% | +13.5% | +349.7% | +229.1% |
| 3Y | +496.5% | +77.1% | +419.4% | +149.3% |
| 5Y | +184.8% | +38.9% | +145.9% | +326.6% |
| All | +184.8% | +38.0% | +146.8% | +326.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling