-35.9%
APP vs SPXL
+52.0%
-87.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +3.1% |
| 7D | +0.9% | +0.1% | +0.8% | +0.7% |
| 30D | -23.3% | -0.9% | -22.4% | -22.8% |
| 3M | -42.6% | +2.0% | -44.7% | -43.6% |
| 6M | -33.6% | +33.5% | -67.1% | -47.3% |
| YTD | -52.4% | +32.2% | -84.6% | -61.1% |
| 1Y | -35.9% | +48.9% | -84.8% | -52.3% |
| All | -35.9% | +52.0% | -87.9% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling