+149.8%
QQQM vs SPXL
+371.5%
-221.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.3% |
| 7D | -1.3% | -6.0% | +4.7% | +1.4% |
| 30D | -1.4% | -5.8% | +4.4% | +1.1% |
| 3M | +2.2% | +10.9% | -8.7% | -2.4% |
| 6M | +16.9% | +31.9% | -15.0% | +3.2% |
| YTD | +15.7% | +25.8% | -10.1% | +3.9% |
| 1Y | +22.7% | +39.8% | -17.1% | +5.0% |
| 3Y | +93.9% | +219.9% | -125.9% | +11.2% |
| 5Y | +94.6% | +141.1% | -46.5% | +16.1% |
| All | +149.8% | +371.5% | -221.7% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling