-99.9%
QXL vs SPY
+558.4%
-658.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | -0.2% | -2.0% | +1.8% | +0.5% |
| 30D | +8.5% | -1.7% | +10.1% | +9.1% |
| 3M | +2.0% | +4.7% | -2.7% | +0.7% |
| 6M | +169.6% | +12.5% | +157.1% | +159.7% |
| YTD | +201.3% | +11.7% | +189.6% | +191.1% |
| 1Y | +84.4% | +17.5% | +66.9% | +75.0% |
| 3Y | -4.0% | +76.6% | -80.5% | -21.6% |
| 5Y | +16.9% | +82.0% | -65.1% | -18.6% |
| 10Y | -99.1% | +317.1% | -416.2% | -99.0% |
| All | -99.9% | +558.4% | -658.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling