-100.0%
SOXS vs QCOM
+272.6%
-372.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | +0.7% |
| 7D | -16.6% | +4.4% | -20.9% | -9.0% |
| 30D | -4.4% | +9.4% | -13.7% | +15.1% |
| 3M | -26.2% | -13.7% | -12.6% | -31.1% |
| 6M | -99.3% | +28.9% | -128.2% | -95.6% |
| YTD | -99.5% | +4.7% | -104.3% | -98.1% |
| 1Y | -99.8% | +13.5% | -113.3% | -98.8% |
| 3Y | -100.0% | +77.1% | -177.1% | -99.4% |
| 5Y | -100.0% | +38.9% | -138.9% | -99.8% |
| 10Y | -100.0% | +281.8% | -381.8% | -100.0% |
| All | -100.0% | +272.6% | -372.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 QCOM 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