+67.2%
AGG vs SPXL
+7,495.8%
-7,428.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | -0.2% | -1.3% | +1.1% | -0.2% |
| 30D | -0.2% | -5.0% | +4.8% | -0.2% |
| 3M | -0.7% | +7.6% | -8.3% | -0.7% |
| 6M | -1.8% | +33.6% | -35.4% | -1.7% |
| YTD | -0.6% | +28.1% | -28.7% | -0.6% |
| 1Y | +0.4% | +43.6% | -43.3% | +0.4% |
| 3Y | +13.2% | +225.8% | -212.7% | +13.5% |
| 5Y | -2.0% | +140.1% | -142.0% | -1.8% |
| 10Y | +15.1% | +1,248.4% | -1,233.3% | +18.7% |
| All | +67.2% | +7,495.8% | -7,428.6% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling