+160.4%
AMAT vs SPXL
+232.1%
-71.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.5% | -2.8% |
| 7D | +19.3% | +9.6% | +9.8% | +12.2% |
| 30D | -17.9% | -9.8% | -8.2% | -11.3% |
| 3M | -30.4% | -9.1% | -21.4% | -25.5% |
| 6M | -11.4% | +1.1% | -12.6% | -11.0% |
| YTD | +48.8% | +22.3% | +26.5% | +32.3% |
| 1Y | +66.0% | +20.3% | +45.8% | +49.2% |
| All | +160.4% | +232.1% | -71.6% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling