+10,896.4%
SOXL vs QLD
+8,495.8%
+2,400.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +4.6% | +13.1% | +8.8% |
| 7D | -1.0% | -1.2% | +0.2% | +11.9% |
| 30D | -48.6% | -15.7% | -32.9% | -16.0% |
| 3M | -50.3% | -10.0% | -40.3% | -25.4% |
| 6M | -65.3% | -11.2% | -54.1% | -31.5% |
| YTD | +57.2% | +16.4% | +40.9% | +109.0% |
| 1Y | +58.0% | +12.7% | +45.4% | +132.0% |
| 3Y | +226.2% | +152.3% | +74.0% | +97.8% |
| 5Y | +10.5% | +91.8% | -81.3% | +74.5% |
| 10Y | +2,180.9% | +1,520.2% | +660.6% | +73.0% |
| All | +10,896.4% | +8,495.8% | +2,400.6% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling