+446.2%
SPXL vs QS
-43.2%
+489.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.0% |
| 7D | +1.5% | +2.2% | -0.7% | +1.1% |
| 30D | -3.7% | -8.1% | +4.4% | -2.6% |
| 3M | +8.1% | -27.0% | +35.1% | +12.7% |
| 6M | +39.0% | -16.4% | +55.5% | +41.8% |
| YTD | +29.9% | -46.4% | +76.3% | +40.4% |
| 1Y | +46.6% | -41.1% | +87.7% | +53.4% |
| 3Y | +230.5% | -18.6% | +249.1% | +203.3% |
| 5Y | +140.2% | -73.0% | +213.2% | +133.2% |
| All | +446.2% | -43.2% | +489.4% | +512.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling