+242.6%
QCOM vs SPXL
+1,102.8%
-860.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.1% |
| 7D | +4.3% | +7.4% | -3.2% | +0.7% |
| 30D | -0.1% | -7.8% | +7.7% | +4.0% |
| 3M | +5.2% | -11.9% | +17.2% | +11.9% |
| 6M | -18.4% | -1.7% | -16.6% | -17.3% |
| YTD | +2.4% | +20.8% | -18.4% | -6.0% |
| 1Y | +0.9% | +25.0% | -24.1% | -8.9% |
| 3Y | +48.4% | +226.1% | -177.7% | -15.4% |
| 5Y | +16.6% | +101.1% | -84.5% | -23.6% |
| All | +242.6% | +1,102.8% | -860.2% | -17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling