+357.4%
SOXL vs QSR
+33.2%
+324.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +9.8% |
| 7D | +5.3% | +2.4% | +2.9% | +7.1% |
| 30D | -11.2% | +7.6% | -18.8% | -6.9% |
| 3M | -55.4% | +12.6% | -68.0% | -51.1% |
| 6M | +107.1% | +14.4% | +92.8% | +126.9% |
| YTD | +179.0% | +19.6% | +159.4% | +211.8% |
| 1Y | +357.4% | +33.9% | +323.5% | +416.9% |
| All | +357.4% | +33.2% | +324.1% | +416.9% |
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