+1,162.1%
AMAT vs SPXL
+1,107.9%
+54.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.8% |
| 7D | -14.7% | -8.7% | -6.0% | -10.0% |
| 30D | -36.1% | -16.9% | -19.2% | -28.6% |
| 3M | -36.9% | -15.2% | -21.7% | -30.5% |
| 6M | -22.2% | -5.5% | -16.7% | -18.6% |
| YTD | +29.9% | +12.4% | +17.5% | +23.5% |
| 1Y | +43.3% | +16.9% | +26.4% | +33.2% |
| 3Y | +142.7% | +211.8% | -69.2% | +27.2% |
| 5Y | +126.2% | +85.6% | +40.6% | +45.2% |
| All | +1,162.1% | +1,107.9% | +54.2% | +156.5% |
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