+19,418.6%
SOXL vs QCOM
+557.1%
+18,861.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.8% | +9.7% |
| 7D | +5.3% | +3.3% | +2.0% | -1.2% |
| 30D | -11.2% | +7.7% | -18.9% | -22.9% |
| 3M | -55.4% | -30.1% | -25.3% | +1.0% |
| 6M | +107.1% | +22.8% | +84.3% | +40.2% |
| YTD | +179.0% | +0.2% | +178.8% | +173.7% |
| 1Y | +357.4% | +7.9% | +349.5% | +301.8% |
| 3Y | +397.5% | +55.8% | +341.6% | +254.3% |
| 5Y | +155.9% | +30.1% | +125.8% | +327.9% |
| 10Y | +4,301.6% | +248.9% | +4,052.7% | +2,271.6% |
| All | +19,418.6% | +557.1% | +18,861.5% | +3,517.8% |
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