+114.8%
ALL vs SPXL
+140.3%
-25.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.1% |
| 7D | -1.7% | +1.5% | -3.2% | -1.9% |
| 30D | -4.7% | -3.7% | -1.0% | -4.2% |
| 3M | +18.4% | +8.1% | +10.3% | +16.4% |
| 6M | +20.5% | +39.0% | -18.5% | +13.0% |
| YTD | +23.5% | +29.9% | -6.4% | +16.8% |
| 1Y | +29.0% | +46.6% | -17.6% | +18.8% |
| 3Y | +153.7% | +230.5% | -76.8% | +91.9% |
| 5Y | +114.8% | +140.2% | -25.4% | +59.3% |
| All | +114.8% | +140.3% | -25.5% | +59.3% |
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