+30.3%
SPXL vs QS
-71.4%
+101.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.5% | -2.7% | +2.3% |
| 7D | -2.5% | +4.5% | -7.0% | -3.9% |
| 30D | -4.3% | -4.1% | -0.2% | -3.3% |
| 3M | -4.2% | -22.1% | +17.9% | +3.3% |
| 6M | +15.0% | -38.4% | +53.4% | +31.8% |
| YTD | +28.4% | -57.5% | +85.9% | +58.4% |
| 1Y | +30.3% | -71.3% | +101.6% | +78.1% |
| All | +30.3% | -71.4% | +101.7% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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