+10.1%
QXL vs SPY
+82.3%
-72.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.5% | -5.5% |
| 7D | -0.8% | -0.8% | 0.0% | +0.7% |
| 30D | +5.7% | -1.1% | +6.8% | +8.1% |
| 3M | -5.5% | +3.9% | -9.4% | -12.2% |
| 6M | +155.2% | +13.6% | +141.6% | +91.8% |
| YTD | +190.2% | +12.7% | +177.5% | +121.6% |
| 1Y | +66.3% | +17.5% | +48.8% | +13.1% |
| 3Y | +70.7% | +76.9% | -6.2% | -75.5% |
| All | +10.1% | +82.3% | -72.2% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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