+145.2%
SPXL vs QSR
+40.5%
+104.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +1.9% |
| 7D | -2.5% | -4.0% | +1.5% | +1.2% |
| 30D | -4.2% | +2.8% | -7.0% | -6.9% |
| 3M | +8.1% | +5.1% | +3.0% | +1.6% |
| 6M | +35.6% | +8.8% | +26.8% | +21.0% |
| YTD | +28.8% | +14.8% | +14.0% | +7.2% |
| 1Y | +39.8% | +25.7% | +14.1% | +3.6% |
| 3Y | +221.4% | +27.5% | +193.8% | +115.1% |
| All | +145.2% | +40.5% | +104.7% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling