+4,921.3%
SOXL vs QXO
+34.5%
+4,886.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.1% | +5.2% |
| 7D | +3.9% | -7.8% | +11.7% | +4.6% |
| 30D | -14.3% | -18.1% | +3.8% | -12.9% |
| 3M | -45.6% | -25.8% | -19.9% | -44.1% |
| 6M | +117.2% | -41.7% | +158.9% | +128.2% |
| YTD | +189.8% | -36.2% | +226.0% | +202.8% |
| 1Y | +317.7% | -42.1% | +359.8% | +339.7% |
| 3Y | +478.6% | -46.2% | +524.8% | +408.1% |
| 5Y | +169.5% | -70.7% | +240.2% | +141.0% |
| All | +4,921.3% | +34.5% | +4,886.8% | +3,808.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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