+570.0%
AVGO vs SPXL
+99.3%
+470.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.5% | -4.1% |
| 7D | +18.2% | +7.4% | +10.7% | +13.6% |
| 30D | +0.2% | -7.8% | +8.1% | +5.0% |
| 3M | -16.8% | -11.9% | -4.9% | -10.7% |
| 6M | -16.5% | -1.7% | -14.7% | -15.7% |
| YTD | +0.8% | +20.8% | -20.0% | -9.7% |
| 1Y | +2.8% | +25.0% | -22.2% | -9.3% |
| 3Y | +278.5% | +226.1% | +52.4% | +106.6% |
| All | +570.0% | +99.3% | +470.7% | +327.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling