+9,612.4%
SOXL vs QCOM
+571.6%
+9,040.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.6% | -8.4% | -6.0% |
| 7D | +26.9% | +4.3% | +22.6% | +19.3% |
| 30D | -47.2% | -0.1% | -47.2% | -40.7% |
| 3M | -59.9% | +5.2% | -65.1% | -59.8% |
| 6M | -68.3% | -18.4% | -50.0% | -44.1% |
| YTD | +38.8% | +2.4% | +36.4% | +44.1% |
| 1Y | +48.8% | +0.9% | +47.9% | +62.7% |
| 3Y | +196.5% | +48.4% | +148.1% | +153.5% |
| 5Y | -5.0% | +16.6% | -21.6% | +111.8% |
| 10Y | +1,914.5% | +237.8% | +1,676.8% | +1,156.9% |
| All | +9,612.4% | +571.6% | +9,040.8% | +1,805.4% |
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