-100.0%
SOXS vs QCOM
+589.8%
-689.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +1.5% |
| 7D | -43.7% | +13.0% | -56.7% | -26.3% |
| 30D | +22.2% | +0.2% | +22.0% | +42.2% |
| 3M | +13.0% | +9.2% | +3.8% | +60.1% |
| 6M | -47.7% | -15.0% | -32.7% | -38.1% |
| YTD | -92.5% | +5.2% | -97.6% | -84.9% |
| 1Y | -93.1% | +2.4% | -95.5% | -86.4% |
| 3Y | -99.7% | +52.0% | -151.7% | -96.3% |
| 5Y | -99.9% | +19.7% | -119.7% | -98.2% |
| 10Y | -100.0% | +246.9% | -346.9% | -100.0% |
| All | -100.0% | +589.8% | -689.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling