-15.4%
APP vs SPXL
+2.8%
-18.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.9% | -1.5% | +1.8% |
| 7D | +48.9% | -3.8% | +52.7% | +48.3% |
| 30D | +49.4% | -8.8% | +58.2% | +54.1% |
| 3M | +27.0% | -7.4% | +34.4% | +29.6% |
| 6M | -15.4% | +1.8% | -17.2% | -16.7% |
| All | -15.4% | +2.8% | -18.2% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling