+47.0%
QCOM vs SPXL
+212.3%
-165.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.1% |
| 7D | +0.4% | -8.7% | +9.1% | +6.0% |
| 30D | -6.6% | -16.9% | +10.3% | +4.5% |
| 3M | +3.7% | -15.2% | +18.9% | +14.6% |
| 6M | -13.3% | -5.5% | -7.8% | -9.6% |
| YTD | -1.8% | +12.4% | -14.2% | -7.4% |
| 1Y | -2.5% | +16.9% | -19.4% | -10.3% |
| 3Y | +47.0% | +211.8% | -164.9% | -20.8% |
| All | +47.0% | +212.3% | -165.3% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling