-62.0%
SOXL vs QCOM
-22.2%
-39.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.4% |
| 7D | +60.3% | +13.0% | +47.3% | +30.7% |
| 30D | -48.6% | +0.2% | -48.8% | -42.6% |
| 3M | -53.9% | +9.2% | -63.1% | -56.7% |
| 6M | -62.0% | -15.0% | -47.0% | -38.1% |
| All | -62.0% | -22.2% | -39.8% | -38.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling