+142.7%
AMAT vs SPXL
+212.3%
-69.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.7% |
| 7D | -14.7% | -8.7% | -6.0% | -8.9% |
| 30D | -36.1% | -16.9% | -19.2% | -27.0% |
| 3M | -36.9% | -15.2% | -21.7% | -29.1% |
| 6M | -22.2% | -5.5% | -16.7% | -18.0% |
| YTD | +29.9% | +12.4% | +17.5% | +22.3% |
| 1Y | +43.3% | +16.9% | +26.4% | +31.5% |
| 3Y | +142.7% | +211.8% | -69.2% | +9.3% |
| All | +142.7% | +212.3% | -69.6% | +9.3% |
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 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