+3,465.3%
AMAT vs SPXL
+6,567.8%
-3,102.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.9% |
| 7D | -14.7% | -8.7% | -6.0% | -10.5% |
| 30D | -36.1% | -16.9% | -19.2% | -29.6% |
| 3M | -36.9% | -15.2% | -21.7% | -31.3% |
| 6M | -22.2% | -5.5% | -16.7% | -18.9% |
| YTD | +29.9% | +12.4% | +17.5% | +24.5% |
| 1Y | +43.3% | +16.9% | +26.4% | +34.7% |
| 3Y | +142.7% | +211.8% | -69.2% | +38.4% |
| 5Y | +126.2% | +85.6% | +40.6% | +55.3% |
| 10Y | +1,211.7% | +1,159.4% | +52.3% | +232.5% |
| All | +3,465.3% | +6,567.8% | -3,102.4% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling