+1,366.9%
SPXL vs QSR
+205.8%
+1,161.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +1.8% |
| 7D | -2.5% | -4.0% | +1.5% | +1.3% |
| 30D | -4.2% | +2.8% | -7.0% | -7.0% |
| 3M | +8.1% | +5.1% | +3.0% | +1.6% |
| 6M | +35.6% | +8.8% | +26.8% | +21.6% |
| YTD | +28.8% | +14.8% | +14.0% | +8.3% |
| 1Y | +39.8% | +25.7% | +14.1% | +6.3% |
| 3Y | +221.4% | +27.5% | +193.8% | +134.3% |
| 5Y | +146.9% | +41.3% | +105.7% | +69.3% |
| 10Y | +1,255.8% | +133.8% | +1,122.0% | +519.3% |
| All | +1,366.9% | +205.8% | +1,161.2% | +465.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling