+4,921.3%
SOXL vs QSR
+135.2%
+4,786.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +4.5% |
| 7D | +3.9% | -4.0% | +7.9% | +9.0% |
| 30D | -14.3% | +2.8% | -17.1% | -17.9% |
| 3M | -45.6% | +5.1% | -50.7% | -51.9% |
| 6M | +117.2% | +8.8% | +108.4% | +77.5% |
| YTD | +189.8% | +14.8% | +175.0% | +113.6% |
| 1Y | +317.7% | +25.7% | +292.0% | +166.3% |
| 3Y | +478.6% | +27.5% | +451.1% | +250.6% |
| 5Y | +169.5% | +41.3% | +128.2% | +59.6% |
| All | +4,921.3% | +135.2% | +4,786.1% | +1,919.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling