+1,339.3%
ALL vs SPXL
+6,954.2%
-5,614.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.3% |
| 7D | -0.1% | -2.9% | +2.7% | +0.3% |
| 30D | +13.8% | -12.4% | +26.2% | +18.0% |
| 3M | -2.8% | -11.8% | +9.0% | +0.3% |
| 6M | +23.7% | -1.4% | +25.1% | +21.0% |
| YTD | +27.3% | +19.0% | +8.3% | +15.0% |
| 1Y | +30.5% | +18.0% | +12.6% | +17.9% |
| 3Y | +113.0% | +220.0% | -107.0% | +23.7% |
| 5Y | +157.6% | +102.6% | +55.0% | +57.6% |
| 10Y | +368.4% | +1,087.3% | -718.9% | +5.1% |
| All | +1,339.3% | +6,954.2% | -5,614.9% | -24.2% |
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