+67.2%
QLD vs SPXS
-81.6%
+148.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +1.8% |
| 7D | -10.3% | +7.5% | -17.8% | -2.8% |
| 30D | -26.1% | +17.5% | -43.5% | -12.6% |
| 3M | -17.8% | +14.7% | -32.4% | -3.8% |
| 6M | -15.6% | -0.1% | -15.4% | -8.2% |
| YTD | +5.4% | -19.7% | +25.1% | -0.3% |
| 1Y | +5.2% | -23.6% | +28.8% | -3.1% |
| 3Y | +139.4% | -79.2% | +218.6% | +3.2% |
| All | +67.2% | -81.6% | +148.7% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling