+17,952.9%
QLD vs SPXL
+7,736.1%
+10,216.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -0.1% | -0.9% | +0.7% | +0.5% |
| 3M | -8.4% | +2.0% | -10.4% | -8.9% |
| 6M | +32.2% | +33.5% | -1.3% | +8.1% |
| YTD | +28.9% | +32.2% | -3.3% | +6.2% |
| 1Y | +43.8% | +48.9% | -5.1% | +8.9% |
| 3Y | +176.6% | +222.9% | -46.3% | +19.8% |
| 5Y | +121.6% | +140.7% | -19.1% | +17.6% |
| 10Y | +1,652.9% | +1,192.7% | +460.3% | +164.8% |
| All | +17,952.9% | +7,736.1% | +10,216.8% | +532.3% |
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