+520.8%
APP vs SPXL
+192.6%
+328.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.9% | -1.5% | -0.4% |
| 7D | +48.9% | -3.8% | +52.7% | +48.4% |
| 30D | +49.4% | -8.8% | +58.2% | +55.5% |
| 3M | +27.0% | -7.4% | +34.4% | +30.2% |
| 6M | -15.4% | +1.8% | -17.2% | -19.6% |
| YTD | -39.9% | +23.6% | -63.5% | -50.6% |
| 1Y | -32.0% | +21.7% | -53.7% | -43.3% |
| 3Y | +824.3% | +232.4% | +591.9% | +273.6% |
| 5Y | +252.4% | +110.4% | +142.0% | +77.1% |
| All | +520.8% | +192.6% | +328.2% | +170.5% |
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