+629.8%
QCOM vs SPXL
+6,567.8%
-5,937.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.2% |
| 7D | +0.4% | -8.7% | +9.1% | +4.3% |
| 30D | -6.6% | -16.9% | +10.3% | +1.0% |
| 3M | +3.7% | -15.2% | +18.9% | +11.2% |
| 6M | -13.3% | -5.5% | -7.8% | -10.7% |
| YTD | -1.8% | +12.4% | -14.2% | -6.0% |
| 1Y | -2.5% | +16.9% | -19.4% | -8.2% |
| 3Y | +47.0% | +211.8% | -164.9% | -7.8% |
| 5Y | +13.1% | +85.6% | -72.5% | -18.2% |
| 10Y | +224.7% | +1,159.4% | -934.7% | +3.0% |
| All | +629.8% | +6,567.8% | -5,937.9% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling