-16.2%
SOXL vs QLD
+2.3%
-18.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.5% | +9.0% |
| 7D | +5.3% | +0.6% | +4.8% | +4.2% |
| 30D | -11.2% | -0.1% | -11.1% | -9.1% |
| All | -16.2% | +2.3% | -18.5% | -9.5% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling