-100.0%
SOXS vs QCOM
+557.1%
-657.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.1% | -10.3% | -10.0% |
| 7D | -7.0% | +3.3% | -10.3% | -0.7% |
| 30D | +2.8% | +7.7% | -4.9% | +20.2% |
| 3M | -9.8% | -30.1% | +20.2% | -40.6% |
| 6M | -99.2% | +22.8% | -122.0% | -95.7% |
| YTD | -99.5% | +0.2% | -99.7% | -98.2% |
| 1Y | -99.8% | +7.9% | -107.6% | -99.0% |
| 3Y | -100.0% | +55.8% | -155.8% | -99.4% |
| 5Y | -100.0% | +30.1% | -130.1% | -99.8% |
| 10Y | -100.0% | +248.9% | -348.9% | -100.0% |
| All | -100.0% | +557.1% | -657.1% | -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 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