+440.3%
AXP vs SPXL
+1,179.5%
-739.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.0% | -6.0% | -1.9% |
| 7D | -1.1% | -0.9% | -0.3% | -1.3% |
| 30D | +5.2% | -11.4% | +16.6% | +10.0% |
| 3M | -4.6% | -10.8% | +6.2% | -0.8% |
| 6M | +3.2% | -0.3% | +3.5% | +1.4% |
| YTD | -11.3% | +20.3% | -31.7% | -20.4% |
| 1Y | -11.0% | +24.7% | -35.7% | -21.5% |
| 3Y | +120.2% | +238.6% | -118.4% | +19.6% |
| 5Y | +91.7% | +100.0% | -8.2% | +19.2% |
| 10Y | +440.3% | +1,108.4% | -668.1% | +25.1% |
| All | +440.3% | +1,179.5% | -739.2% | +25.1% |
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