+446.4%
SOXL vs QLD
+188.2%
+258.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.5% | +9.0% |
| 7D | +5.3% | +0.6% | +4.8% | +3.8% |
| 30D | -11.2% | -0.1% | -11.1% | -9.6% |
| 3M | -55.4% | -8.4% | -47.0% | -28.5% |
| 6M | +107.1% | +32.2% | +74.9% | +54.6% |
| YTD | +179.0% | +28.9% | +150.1% | +128.7% |
| 1Y | +357.4% | +43.8% | +313.5% | +218.4% |
| All | +446.4% | +188.2% | +258.1% | +48.0% |
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