+93.3%
QQQM vs SPXL
+221.9%
-128.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | -0.2% |
| 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% | +3.7% |
| 1Y | +23.0% | +39.8% | -16.8% | +5.2% |
| 3Y | +93.3% | +221.4% | -128.0% | +11.4% |
| All | +93.3% | +221.9% | -128.6% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling