+441.4%
SPXL vs QS
-46.4%
+487.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.1% |
| 7D | -2.5% | -3.6% | +1.1% | -2.0% |
| 30D | -4.2% | -17.2% | +13.0% | -1.6% |
| 3M | +8.1% | -27.0% | +35.1% | +12.6% |
| 6M | +35.6% | -24.6% | +60.2% | +40.3% |
| YTD | +28.8% | -49.3% | +78.1% | +40.3% |
| 1Y | +39.8% | -40.3% | +80.2% | +46.3% |
| 3Y | +221.4% | -23.8% | +245.2% | +197.7% |
| 5Y | +146.9% | -75.0% | +221.9% | +141.8% |
| All | +441.4% | -46.4% | +487.8% | +511.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling