+48.7%
ADP vs SPXL
+100.1%
-51.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | +3.2% | -2.9% | +6.1% | +3.5% |
| 30D | +12.8% | -12.4% | +25.1% | +15.5% |
| 3M | +12.3% | -11.8% | +24.1% | +14.7% |
| 6M | +45.4% | -1.4% | +46.8% | +43.5% |
| YTD | +21.4% | +19.0% | +2.4% | +13.5% |
| 1Y | +23.7% | +18.0% | +5.8% | +15.7% |
| 3Y | +43.6% | +220.0% | -176.4% | -4.5% |
| 5Y | +48.7% | +102.6% | -53.9% | +5.3% |
| All | +48.7% | +100.1% | -51.4% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling