+272.2%
ADP vs SPXL
+1,264.4%
-992.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -5.7% | -1.3% | -4.4% | -5.3% |
| 30D | -3.1% | -5.0% | +1.9% | -1.6% |
| 3M | +15.6% | +7.6% | +8.0% | +12.0% |
| 6M | +20.8% | +33.6% | -12.8% | +8.3% |
| YTD | +4.7% | +28.1% | -23.4% | -5.1% |
| 1Y | -8.3% | +43.6% | -51.9% | -20.5% |
| 3Y | +13.6% | +225.8% | -212.3% | -30.1% |
| 5Y | +45.0% | +140.1% | -95.0% | -8.9% |
| All | +272.2% | +1,264.4% | -992.2% | +9.4% |
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