+281.8%
QCOM vs SPXL
+1,177.5%
-895.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.0% |
| 7D | +4.4% | -1.3% | +5.6% | +4.9% |
| 30D | +9.4% | -5.0% | +14.4% | +11.9% |
| 3M | -13.7% | +7.6% | -21.2% | -16.5% |
| 6M | +28.9% | +33.6% | -4.7% | +12.8% |
| YTD | +4.7% | +28.1% | -23.4% | -6.7% |
| 1Y | +13.5% | +43.6% | -30.1% | -4.1% |
| 3Y | +77.1% | +225.8% | -148.7% | +0.3% |
| 5Y | +38.9% | +140.1% | -101.2% | -15.9% |
| 10Y | +281.8% | +1,248.4% | -966.6% | +0.2% |
| All | +281.8% | +1,177.5% | -895.7% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SPXL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling