-11.2%
QLD vs SPXS
-8.9%
-2.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.9% | +8.5% | +0.5% |
| 7D | -1.2% | +1.5% | -2.7% | +2.9% |
| 30D | -15.7% | +6.3% | -22.0% | -6.3% |
| 3M | -10.0% | +4.2% | -14.3% | -0.9% |
| 6M | -11.2% | -7.9% | -3.3% | -10.5% |
| All | -11.2% | -8.9% | -2.3% | -10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling