+152.0%
QQQM vs SPXL
+383.0%
-230.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | -0.1% |
| 7D | -0.6% | -2.5% | +2.0% | +0.5% |
| 30D | -1.2% | -4.2% | +3.0% | +0.6% |
| 3M | -0.1% | +8.1% | -8.2% | -3.6% |
| 6M | +18.0% | +35.6% | -17.7% | +2.9% |
| YTD | +16.7% | +28.8% | -12.1% | +3.8% |
| 1Y | +23.0% | +39.8% | -16.8% | +5.3% |
| 3Y | +93.3% | +221.4% | -128.0% | +10.6% |
| 5Y | +96.3% | +146.9% | -50.6% | +16.0% |
| All | +152.0% | +383.0% | -230.9% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling