+25.3%
ADP vs SPXL
+20.3%
+5.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.6% |
| 7D | +2.2% | +7.4% | -5.3% | +2.5% |
| 30D | +10.6% | -7.8% | +18.4% | +10.2% |
| 3M | +12.9% | -11.9% | +24.9% | +12.4% |
| 6M | +50.6% | -1.7% | +52.4% | +50.9% |
| YTD | +23.2% | +20.8% | +2.4% | +23.8% |
| 1Y | +25.3% | +25.0% | +0.3% | +25.8% |
| All | +25.3% | +20.3% | +5.0% | +25.8% |
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