-25.4%
SOXL vs QLD
+66.7%
-92.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +2.5% | +9.9% | +6.8% |
| 7D | -40.3% | -10.3% | -30.1% | -17.6% |
| 30D | -71.1% | -26.1% | -45.0% | -34.4% |
| 3M | -65.2% | -17.8% | -47.5% | -35.1% |
| 6M | -72.3% | -15.6% | -56.7% | -35.7% |
| YTD | +9.4% | +5.4% | +4.1% | +77.1% |
| 1Y | +7.0% | +5.2% | +1.7% | +81.1% |
| 3Y | +156.4% | +139.4% | +16.9% | +53.9% |
| All | -25.4% | +66.7% | -92.1% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling