+10,813.1%
SOXL vs QCOM
+589.8%
+10,223.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.4% |
| 7D | +60.3% | +13.0% | +47.3% | +29.6% |
| 30D | -48.6% | +0.2% | -48.8% | -42.5% |
| 3M | -53.9% | +9.2% | -63.1% | -57.2% |
| 6M | -62.0% | -15.0% | -47.0% | -38.0% |
| YTD | +56.0% | +5.2% | +50.8% | +53.4% |
| 1Y | +50.0% | +2.4% | +47.7% | +59.5% |
| 3Y | +223.8% | +52.0% | +171.8% | +163.6% |
| 5Y | +6.7% | +19.7% | -13.0% | +125.4% |
| 10Y | +2,163.6% | +246.9% | +1,916.7% | +1,237.5% |
| All | +10,813.1% | +589.8% | +10,223.3% | +1,927.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling