+369.0%
ALL vs SPXL
+1,146.6%
-777.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | -0.5% |
| 7D | -2.6% | -3.8% | +1.2% | -2.0% |
| 30D | +12.7% | -8.8% | +21.5% | +14.6% |
| 3M | +0.4% | -7.4% | +7.8% | +1.5% |
| 6M | +23.8% | +1.8% | +22.0% | +21.1% |
| YTD | +27.8% | +23.6% | +4.2% | +17.9% |
| 1Y | +28.9% | +21.7% | +7.2% | +19.1% |
| 3Y | +113.9% | +232.4% | -118.6% | +42.6% |
| 5Y | +157.4% | +110.4% | +47.0% | +80.4% |
| 10Y | +369.0% | +1,140.4% | -771.4% | +72.6% |
| All | +369.0% | +1,146.6% | -777.6% | +72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling