+5,285.4%
SOXL vs QLD
+1,676.4%
+3,609.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.4% |
| 7D | +16.4% | +3.0% | +13.4% | +9.7% |
| 30D | -12.1% | -1.8% | -10.3% | -7.6% |
| 3M | -41.7% | -1.8% | -39.9% | -26.8% |
| 6M | +157.4% | +36.9% | +120.5% | +97.3% |
| YTD | +193.3% | +28.7% | +164.6% | +163.5% |
| 1Y | +355.3% | +41.9% | +313.5% | +271.2% |
| 3Y | +484.2% | +184.2% | +299.9% | +129.9% |
| 5Y | +182.7% | +122.1% | +60.5% | +175.7% |
| All | +5,285.4% | +1,676.4% | +3,609.0% | +132.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling