+1.8%
AA vs SPXL
+19.5%
-17.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | +5.3% | +9.6% | -4.3% | +0.5% |
| 30D | -2.3% | -9.8% | +7.5% | +2.5% |
| 3M | -20.8% | -9.1% | -11.8% | -17.5% |
| 6M | -39.8% | +1.1% | -40.9% | -40.7% |
| YTD | -23.3% | +22.3% | -45.6% | -30.9% |
| 1Y | +1.8% | +20.3% | -18.4% | -7.0% |
| All | +1.8% | +19.5% | -17.6% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling