+152.2%
QLD vs SPXL
+232.1%
-79.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.3% |
| 7D | +12.5% | +9.6% | +2.9% | +3.9% |
| 30D | -15.7% | -9.8% | -5.9% | -7.5% |
| 3M | -11.9% | -9.1% | -2.9% | -4.0% |
| 6M | -10.3% | +1.1% | -11.4% | -10.2% |
| YTD | +15.6% | +22.3% | -6.7% | -1.8% |
| 1Y | +12.1% | +20.3% | -8.1% | -3.4% |
| All | +152.2% | +232.1% | -79.9% | -9.9% |
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 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