+276.8%
QCOM vs SPXL
+1,195.9%
-919.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.8% | +3.9% |
| 7D | +5.1% | +1.5% | +3.6% | +4.3% |
| 30D | +4.3% | -3.7% | +8.0% | +6.0% |
| 3M | -19.6% | +8.1% | -27.7% | -22.4% |
| 6M | +29.5% | +39.0% | -9.6% | +11.3% |
| YTD | +3.4% | +29.9% | -26.6% | -8.5% |
| 1Y | +10.9% | +46.6% | -35.7% | -7.2% |
| 3Y | +74.8% | +230.5% | -155.7% | -1.6% |
| 5Y | +36.2% | +140.2% | -104.0% | -17.6% |
| All | +276.8% | +1,195.9% | -919.1% | -1.8% |
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