-100.0%
SQQQ vs SPXL
+1,271.9%
-1,371.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | +0.2% |
| 7D | +1.8% | -2.5% | +4.3% | -1.0% |
| 30D | +4.2% | -4.2% | +8.4% | -0.2% |
| 3M | -3.3% | +8.1% | -11.4% | +12.5% |
| 6M | -43.6% | +35.6% | -79.3% | -7.6% |
| YTD | -41.9% | +28.8% | -70.7% | -7.3% |
| 1Y | -50.6% | +39.8% | -90.5% | -8.6% |
| 3Y | -89.3% | +221.4% | -310.7% | -4.8% |
| 5Y | -94.8% | +146.9% | -241.7% | -11.8% |
| All | -100.0% | +1,271.9% | -1,371.8% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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