+14.7%
ADP vs SPXL
+231.8%
-217.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.2% |
| 7D | -5.5% | +1.5% | -6.9% | -5.7% |
| 30D | -1.2% | -3.7% | +2.4% | -0.7% |
| 3M | +17.9% | +8.1% | +9.7% | +16.1% |
| 6M | +20.3% | +39.0% | -18.7% | +12.8% |
| YTD | +5.8% | +29.9% | -24.1% | +0.4% |
| 1Y | -7.7% | +46.6% | -54.3% | -14.8% |
| 3Y | +14.7% | +230.5% | -215.8% | -17.1% |
| All | +14.7% | +231.8% | -217.0% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling