+357.4%
SOXL vs QLD
+46.1%
+311.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.5% | +8.9% |
| 7D | +5.3% | +0.6% | +4.8% | +3.4% |
| 30D | -11.2% | -0.1% | -11.1% | -9.6% |
| 3M | -55.4% | -8.4% | -47.0% | -25.5% |
| 6M | +107.1% | +32.2% | +74.9% | +44.6% |
| YTD | +179.0% | +28.9% | +150.1% | +115.3% |
| 1Y | +357.4% | +43.8% | +313.5% | +214.2% |
| All | +357.4% | +46.1% | +311.3% | +214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling