+635.7%
SOXL vs QS
-46.4%
+682.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +4.6% |
| 7D | +3.9% | -3.6% | +7.5% | +5.1% |
| 30D | -14.3% | -17.2% | +2.9% | -8.6% |
| 3M | -45.6% | -27.0% | -18.6% | -38.2% |
| 6M | +117.2% | -24.6% | +141.8% | +151.9% |
| YTD | +189.8% | -49.3% | +239.2% | +279.3% |
| 1Y | +317.7% | -40.3% | +358.1% | +413.5% |
| 3Y | +478.6% | -23.8% | +502.4% | +484.7% |
| 5Y | +169.5% | -75.0% | +244.5% | +229.4% |
| All | +635.7% | -46.4% | +682.1% | +1,071.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling