+275.2%
ADP vs SPXL
+1,239.4%
-964.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.4% |
| 7D | -5.7% | -6.0% | +0.3% | -3.9% |
| 30D | -1.4% | -5.8% | +4.4% | +0.4% |
| 3M | +16.6% | +10.9% | +5.7% | +11.9% |
| 6M | +24.9% | +31.9% | -7.0% | +12.4% |
| YTD | +5.6% | +25.8% | -20.2% | -3.9% |
| 1Y | -6.0% | +39.8% | -45.8% | -17.9% |
| 3Y | +14.5% | +219.9% | -205.4% | -29.2% |
| 5Y | +47.9% | +141.1% | -93.2% | -7.4% |
| All | +275.2% | +1,239.4% | -964.2% | +10.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling