+4,921.3%
SOXL vs QID
-99.2%
+5,020.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.0% | +1.7% |
| 7D | +3.9% | +1.3% | +2.6% | +7.0% |
| 30D | -14.3% | +2.9% | -17.3% | -6.9% |
| 3M | -45.6% | -0.7% | -44.9% | -29.6% |
| 6M | +117.2% | -29.7% | +146.9% | +87.8% |
| YTD | +189.8% | -27.9% | +217.7% | +184.9% |
| 1Y | +317.7% | -34.6% | +352.3% | +297.4% |
| 3Y | +478.6% | -73.5% | +552.2% | +240.7% |
| 5Y | +169.5% | -81.0% | +250.5% | +278.1% |
| All | +4,921.3% | -99.2% | +5,020.4% | +219.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling