+82.1%
QLD vs SPXS
-83.0%
+165.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -1.3% |
| 7D | +7.0% | -7.5% | +14.5% | +0.7% |
| 30D | -14.3% | +5.3% | -19.6% | -7.4% |
| 3M | -16.0% | +9.7% | -25.7% | -4.9% |
| 6M | -14.2% | -4.6% | -9.7% | -9.9% |
| YTD | +12.8% | -25.8% | +38.5% | +0.4% |
| 1Y | +14.1% | -28.8% | +42.8% | -0.9% |
| 3Y | +146.0% | -80.2% | +226.1% | +2.2% |
| All | +82.1% | -83.0% | +165.1% | +16.4% |
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