+449.8%
SOXL vs QS
-26.0%
+475.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.8% | -7.3% | -7.7% |
| 7D | +8.5% | -5.0% | +13.4% | +11.0% |
| 30D | -13.0% | -18.3% | +5.3% | -3.8% |
| 3M | -35.9% | -26.0% | -9.9% | -23.6% |
| 6M | +112.1% | -24.0% | +136.1% | +160.3% |
| YTD | +175.4% | -50.3% | +225.7% | +297.4% |
| 1Y | +304.9% | -38.0% | +342.8% | +427.7% |
| All | +449.8% | -26.0% | +475.8% | +468.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling