+1,657.6%
QLD vs SPXS
-99.6%
+1,757.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.2% | -0.2% |
| 7D | -1.2% | +2.5% | -3.7% | +0.8% |
| 30D | -3.0% | +4.2% | -7.2% | +0.6% |
| 3M | -2.8% | -9.3% | +6.5% | -7.1% |
| 6M | +32.0% | -30.7% | +62.7% | +6.9% |
| YTD | +27.3% | -28.1% | +55.4% | +8.0% |
| 1Y | +37.9% | -35.1% | +73.0% | +11.3% |
| 3Y | +174.6% | -79.6% | +254.2% | +27.3% |
| 5Y | +124.8% | -86.3% | +211.1% | +27.8% |
| All | +1,657.6% | -99.6% | +1,757.2% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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