+503.8%
APP vs SPXL
+189.6%
+314.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.0% |
| 7D | +10.6% | +9.6% | +1.0% | +3.7% |
| 30D | +44.6% | -9.8% | +54.4% | +51.6% |
| 3M | +29.6% | -9.1% | +38.7% | +34.7% |
| 6M | -19.8% | +1.1% | -20.9% | -23.4% |
| YTD | -41.6% | +22.3% | -63.9% | -51.6% |
| 1Y | -32.7% | +20.3% | -53.0% | -43.5% |
| 3Y | +799.0% | +229.0% | +570.0% | +266.0% |
| 5Y | +250.4% | +103.6% | +146.8% | +79.0% |
| All | +503.8% | +189.6% | +314.2% | +165.0% |
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