+111.1%
AXP vs SPXL
+223.9%
-112.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -6.5% | -0.9% | -5.7% | -6.3% |
| 3M | +4.6% | +2.0% | +2.6% | +3.0% |
| 6M | +5.4% | +33.5% | -28.1% | -7.8% |
| YTD | -11.1% | +32.2% | -43.3% | -22.0% |
| 1Y | -0.3% | +48.9% | -49.2% | -17.4% |
| All | +111.1% | +223.9% | -112.8% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling