+599.1%
SOXL vs QS
-47.4%
+646.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.8% | -7.3% | -7.8% |
| 7D | +8.5% | -5.0% | +13.4% | +10.2% |
| 30D | -13.0% | -18.3% | +5.3% | -6.7% |
| 3M | -35.9% | -26.0% | -9.9% | -27.4% |
| 6M | +112.1% | -24.0% | +136.1% | +145.6% |
| YTD | +175.4% | -50.3% | +225.7% | +262.6% |
| 1Y | +304.9% | -38.0% | +342.8% | +392.5% |
| 3Y | +448.6% | -24.6% | +473.2% | +456.4% |
| 5Y | +156.1% | -75.4% | +231.5% | +214.9% |
| All | +599.1% | -47.4% | +646.5% | +1,019.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling