+644.5%
QCOM vs SPXL
+7,736.1%
-7,091.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +3.3% | +0.1% | +3.3% | +3.3% |
| 30D | +7.7% | -0.9% | +8.6% | +8.0% |
| 3M | -30.1% | +2.0% | -32.1% | -30.4% |
| 6M | +22.8% | +33.5% | -10.7% | +9.4% |
| YTD | +0.2% | +32.2% | -32.0% | -10.5% |
| 1Y | +7.9% | +48.9% | -41.0% | -8.1% |
| 3Y | +55.8% | +222.9% | -167.0% | -4.5% |
| 5Y | +30.1% | +140.7% | -110.6% | -15.4% |
| 10Y | +248.9% | +1,192.7% | -943.8% | +7.8% |
| All | +644.5% | +7,736.1% | -7,091.6% | -6.3% |
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