+55.9%
SOXL vs QSR
+23.8%
+32.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.5% | -14.3% | -2.9% |
| 7D | -37.9% | +5.2% | -43.1% | -34.0% |
| 30D | -59.4% | +12.2% | -71.6% | -53.6% |
| 3M | -52.3% | +7.0% | -59.3% | -47.3% |
| 6M | -47.7% | -0.3% | -47.4% | -40.9% |
| YTD | +58.8% | +18.0% | +40.8% | +88.4% |
| 1Y | +55.9% | +22.6% | +33.3% | +80.1% |
| All | +55.9% | +23.8% | +32.1% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling