+82.1%
QLD vs SPXL
+99.3%
-17.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -1.4% |
| 7D | +7.0% | +7.4% | -0.4% | +0.6% |
| 30D | -14.3% | -7.8% | -6.5% | -7.8% |
| 3M | -16.0% | -11.9% | -4.1% | -5.9% |
| 6M | -14.2% | -1.7% | -12.5% | -12.0% |
| YTD | +12.8% | +20.8% | -8.1% | -3.4% |
| 1Y | +14.1% | +25.0% | -10.9% | -5.1% |
| 3Y | +146.0% | +226.1% | -80.2% | -12.7% |
| All | +82.1% | +99.3% | -17.2% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling