+2,770.9%
AVGO vs SPXL
+1,271.9%
+1,499.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.9% |
| 7D | +1.1% | -2.5% | +3.7% | +2.4% |
| 30D | -13.0% | -4.2% | -8.8% | -11.3% |
| 3M | -6.0% | +8.1% | -14.1% | -9.7% |
| 6M | +6.4% | +35.6% | -29.2% | -8.4% |
| YTD | +5.0% | +28.8% | -23.8% | -7.5% |
| 1Y | +1.4% | +39.8% | -38.4% | -13.9% |
| 3Y | +336.8% | +221.4% | +115.4% | +152.6% |
| 5Y | +698.2% | +146.9% | +551.3% | +376.9% |
| All | +2,770.9% | +1,271.9% | +1,499.1% | +597.5% |
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 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