+55.9%
SOXL vs QLD
+13.1%
+42.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.9% | -10.7% | -14.6% |
| 7D | -37.9% | -9.4% | -28.5% | -13.8% |
| 30D | -59.4% | -17.1% | -42.4% | -22.9% |
| 3M | -52.3% | -10.4% | -41.9% | -25.5% |
| 6M | -47.7% | +0.7% | -48.4% | -19.0% |
| YTD | +58.8% | +17.7% | +41.0% | +79.1% |
| 1Y | +55.9% | +14.7% | +41.2% | +98.4% |
| All | +55.9% | +13.1% | +42.7% | +98.4% |
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