+378.5%
APP vs SPXL
+207.7%
+170.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -1.4% |
| 7D | +0.1% | +1.5% | -1.4% | -1.1% |
| 30D | -10.0% | -3.7% | -6.4% | -7.7% |
| 3M | -44.6% | +8.1% | -52.8% | -47.9% |
| 6M | -37.9% | +39.0% | -76.9% | -52.2% |
| YTD | -53.7% | +29.9% | -83.6% | -62.2% |
| 1Y | -43.0% | +46.6% | -89.6% | -57.6% |
| 3Y | +640.8% | +230.5% | +410.2% | +207.6% |
| 5Y | +358.8% | +140.2% | +218.7% | +118.3% |
| All | +378.5% | +207.7% | +170.9% | +107.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling