+9,259.3%
SOXL vs QLD
+8,214.3%
+1,045.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +6.8% | +15.5% | +9.1% |
| 7D | -17.6% | -1.4% | -16.1% | -7.4% |
| 30D | -59.8% | -19.6% | -40.2% | -28.5% |
| 3M | -59.9% | -14.1% | -45.8% | -34.6% |
| 6M | -68.2% | -13.6% | -54.6% | -34.3% |
| YTD | +33.8% | +12.5% | +21.3% | +88.2% |
| 1Y | +34.7% | +13.1% | +21.6% | +95.5% |
| 3Y | +211.0% | +154.7% | +56.3% | +85.6% |
| 5Y | -8.6% | +81.1% | -89.7% | +59.8% |
| 10Y | +1,924.8% | +1,418.0% | +506.9% | +72.0% |
| All | +9,259.3% | +8,214.3% | +1,045.0% | -50.7% |
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