+126.7%
AMAT vs SPXL
+84.1%
+42.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.8% |
| 7D | -14.7% | -8.7% | -6.0% | -9.5% |
| 30D | -36.1% | -16.9% | -19.2% | -27.9% |
| 3M | -36.9% | -15.2% | -21.7% | -29.9% |
| 6M | -22.2% | -5.5% | -16.7% | -18.3% |
| YTD | +29.9% | +12.4% | +17.5% | +22.9% |
| 1Y | +43.3% | +16.9% | +26.4% | +32.4% |
| 3Y | +142.7% | +211.8% | -69.2% | +22.1% |
| All | +126.7% | +84.1% | +42.6% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling