+196.5%
SOXL vs QLD
+146.5%
+50.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.5% | -8.5% | -4.6% |
| 7D | +26.9% | +7.0% | +19.9% | +9.4% |
| 30D | -47.2% | -14.3% | -32.9% | -6.6% |
| 3M | -59.9% | -16.0% | -43.9% | -21.5% |
| 6M | -68.3% | -14.2% | -54.1% | -22.9% |
| YTD | +38.8% | +12.8% | +26.1% | +96.7% |
| 1Y | +48.8% | +14.1% | +34.7% | +113.0% |
| 3Y | +196.5% | +146.0% | +50.5% | +17.3% |
| All | +196.5% | +146.5% | +50.0% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling