-24.5%
ADSK vs SPXL
+141.8%
-166.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.1% | -0.7% |
| 7D | -2.5% | -2.5% | 0.0% | -1.4% |
| 30D | -14.9% | -4.2% | -10.6% | -13.3% |
| 3M | +3.3% | +8.1% | -4.8% | -1.2% |
| 6M | -15.7% | +35.6% | -51.3% | -28.4% |
| YTD | -28.2% | +28.8% | -57.0% | -37.8% |
| 1Y | -34.5% | +39.8% | -74.4% | -45.8% |
| 3Y | -2.9% | +221.4% | -224.3% | -51.2% |
| All | -24.5% | +141.8% | -166.3% | -59.6% |
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