-94.8%
SQQQ vs SPXL
+141.8%
-236.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | +0.5% |
| 7D | +1.8% | -2.5% | +4.3% | -1.3% |
| 30D | +4.2% | -4.2% | +8.4% | -0.7% |
| 3M | -3.3% | +8.1% | -11.4% | +14.0% |
| 6M | -43.6% | +35.6% | -79.3% | -3.5% |
| YTD | -41.9% | +28.8% | -70.7% | -3.7% |
| 1Y | -50.6% | +39.8% | -90.5% | -3.8% |
| 3Y | -89.3% | +221.4% | -310.7% | +15.1% |
| All | -94.8% | +141.8% | -236.6% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling