+703.5%
AVGO vs SPXL
+136.7%
+566.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.3% |
| 7D | -0.8% | -1.3% | +0.5% | -0.2% |
| 30D | -13.7% | -5.0% | -8.7% | -11.4% |
| 3M | -6.9% | +7.6% | -14.5% | -10.9% |
| 6M | +5.8% | +33.6% | -27.8% | -10.3% |
| YTD | +5.7% | +28.1% | -22.4% | -8.5% |
| 1Y | +9.0% | +43.6% | -34.6% | -11.1% |
| 3Y | +340.5% | +225.8% | +114.7% | +138.2% |
| All | +703.5% | +136.7% | +566.8% | +364.3% |
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