+1,591.4%
AMAT vs SPXL
+1,184.2%
+407.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +5.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -14.8% | -0.9% | -13.9% | -14.5% |
| 3M | -9.3% | +2.0% | -11.3% | -9.6% |
| 6M | +27.4% | +33.5% | -6.1% | +9.2% |
| YTD | +77.6% | +32.2% | +45.4% | +53.3% |
| 1Y | +188.9% | +48.9% | +140.1% | +133.7% |
| 3Y | +202.3% | +222.9% | -20.6% | +53.5% |
| 5Y | +248.9% | +140.7% | +108.2% | +92.8% |
| All | +1,591.4% | +1,184.2% | +407.2% | +218.3% |
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 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