+157.6%
ALL vs SPXL
+100.1%
+57.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.0% |
| 7D | -0.1% | -2.9% | +2.7% | +0.1% |
| 30D | +13.8% | -12.4% | +26.2% | +15.7% |
| 3M | -2.8% | -11.8% | +9.0% | -1.4% |
| 6M | +23.7% | -1.4% | +25.1% | +22.5% |
| YTD | +27.3% | +19.0% | +8.3% | +21.4% |
| 1Y | +30.5% | +18.0% | +12.6% | +24.6% |
| 3Y | +113.0% | +220.0% | -107.0% | +61.1% |
| 5Y | +157.6% | +102.6% | +55.0% | +96.0% |
| All | +157.6% | +100.1% | +57.5% | +96.0% |
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