+665.7%
QCOM vs SPXL
+6,954.2%
-6,288.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.7% |
| 7D | +5.5% | -2.9% | +8.4% | +6.8% |
| 30D | -1.1% | -12.4% | +11.3% | +4.6% |
| 3M | +7.6% | -11.8% | +19.4% | +13.4% |
| 6M | -20.1% | -1.4% | -18.7% | -19.1% |
| YTD | +3.0% | +19.0% | -15.9% | -3.6% |
| 1Y | +3.2% | +18.0% | -14.7% | -3.2% |
| 3Y | +48.9% | +220.0% | -171.1% | -7.7% |
| 5Y | +21.1% | +102.6% | -81.5% | -15.4% |
| 10Y | +242.8% | +1,087.3% | -844.5% | +10.5% |
| All | +665.7% | +6,954.2% | -6,288.5% | +0.9% |
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