-8.4%
QXO vs SPXL
+4,533.3%
-4,541.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.3% | -0.3% |
| 7D | -7.8% | -2.5% | -5.3% | -7.3% |
| 30D | -18.1% | -4.2% | -13.9% | -17.4% |
| 3M | -25.8% | +8.1% | -33.9% | -26.6% |
| 6M | -41.7% | +35.6% | -77.3% | -44.5% |
| YTD | -36.2% | +28.8% | -65.0% | -38.6% |
| 1Y | -42.1% | +39.8% | -81.9% | -45.0% |
| 3Y | -46.2% | +221.4% | -267.5% | -55.3% |
| 5Y | -70.7% | +146.9% | -217.6% | -75.7% |
| 10Y | +36.5% | +1,255.8% | -1,219.2% | -3.0% |
| All | -8.4% | +4,533.3% | -4,541.7% | -54.2% |
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