+448.7%
AXP vs SPXL
+1,107.9%
-659.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | +0.6% | -8.7% | +9.3% | +4.0% |
| 30D | +5.8% | -16.9% | +22.7% | +13.7% |
| 3M | -6.0% | -15.2% | +9.2% | -0.1% |
| 6M | +0.3% | -5.5% | +5.8% | +0.9% |
| YTD | -12.3% | +12.4% | -24.7% | -18.8% |
| 1Y | -11.2% | +16.9% | -28.2% | -19.4% |
| 3Y | +117.0% | +211.8% | -94.8% | +22.1% |
| 5Y | +93.2% | +85.6% | +7.5% | +24.1% |
| All | +448.7% | +1,107.9% | -659.2% | +27.8% |
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 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