-100.0%
SOXS vs QCOM
+251.1%
-351.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +1.8% | -19.9% | -14.7% |
| 7D | -22.3% | +2.0% | -24.3% | -11.9% |
| 30D | +21.9% | +1.2% | +20.6% | +45.0% |
| 3M | +4.2% | +9.1% | -4.9% | +48.2% |
| 6M | -43.4% | -25.0% | -18.4% | -47.3% |
| YTD | -92.5% | +4.8% | -97.4% | -85.0% |
| 1Y | -93.5% | +3.6% | -97.1% | -86.7% |
| 3Y | -99.7% | +51.5% | -151.2% | -96.2% |
| 5Y | -99.9% | +19.7% | -119.7% | -98.2% |
| 10Y | -100.0% | +245.8% | -345.8% | -100.0% |
| All | -100.0% | +251.1% | -351.1% | -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