-2.9%
ADSK vs SPXL
+221.9%
-224.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.1% | -0.4% |
| 7D | -2.5% | -2.5% | 0.0% | -1.7% |
| 30D | -14.9% | -4.2% | -10.6% | -13.6% |
| 3M | +3.3% | +8.1% | -4.8% | 0.0% |
| 6M | -15.7% | +35.6% | -51.3% | -25.6% |
| YTD | -28.2% | +28.8% | -57.0% | -35.6% |
| 1Y | -34.5% | +39.8% | -74.4% | -43.4% |
| 3Y | -2.9% | +221.4% | -224.3% | -44.8% |
| All | -2.9% | +221.9% | -224.8% | -44.8% |
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 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