-25.0%
QXO vs SPXL
+29.9%
-54.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.8% | +3.3% | +3.8% |
| 7D | +16.6% | -2.5% | +19.1% | +19.1% |
| 30D | +6.6% | -4.3% | +10.9% | +10.5% |
| 3M | -17.5% | -4.2% | -13.2% | -14.3% |
| 6M | -33.8% | +15.0% | -48.8% | -42.1% |
| YTD | -34.4% | +28.4% | -62.8% | -48.8% |
| 1Y | -25.0% | +30.3% | -55.3% | -42.1% |
| All | -25.0% | +29.9% | -54.8% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling