-100.0%
SOXS vs QCOM
+74.7%
-174.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.2% | -8.0% | +1.5% |
| 7D | -15.6% | +5.1% | -20.6% | -6.5% |
| 30D | +4.8% | +4.3% | +0.5% | +15.3% |
| 3M | -21.6% | -19.6% | -2.0% | -36.9% |
| 6M | -99.3% | +29.5% | -128.8% | -95.7% |
| YTD | -99.5% | +3.4% | -102.9% | -98.2% |
| 1Y | -99.8% | +10.9% | -110.7% | -98.8% |
| 3Y | -100.0% | +74.8% | -174.8% | -99.3% |
| All | -100.0% | +74.7% | -174.7% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling