+1,728.6%
QLD vs SPXL
+1,177.5%
+551.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.5% |
| 7D | +1.9% | -1.3% | +3.2% | +2.9% |
| 30D | -1.8% | -5.0% | +3.2% | +2.2% |
| 3M | -0.1% | +7.6% | -7.7% | -5.1% |
| 6M | +32.6% | +33.6% | -1.0% | +6.4% |
| YTD | +27.9% | +28.1% | -0.2% | +6.0% |
| 1Y | +40.3% | +43.6% | -3.4% | +6.4% |
| 3Y | +182.5% | +225.8% | -43.3% | +12.2% |
| 5Y | +122.5% | +140.1% | -17.5% | +9.5% |
| 10Y | +1,728.6% | +1,248.4% | +480.2% | +116.8% |
| All | +1,728.6% | +1,177.5% | +551.0% | +116.8% |
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