+1,437.5%
AXP vs SPXL
+7,736.1%
-6,298.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -6.5% | -0.9% | -5.7% | -6.2% |
| 3M | +4.6% | +2.0% | +2.6% | +2.7% |
| 6M | +5.4% | +33.5% | -28.1% | -9.4% |
| YTD | -11.1% | +32.2% | -43.3% | -23.4% |
| 1Y | -0.3% | +48.9% | -49.2% | -19.2% |
| 3Y | +111.6% | +222.9% | -111.3% | +12.6% |
| 5Y | +117.6% | +140.7% | -23.1% | +19.2% |
| 10Y | +474.1% | +1,192.7% | -718.5% | +9.4% |
| All | +1,437.5% | +7,736.1% | -6,298.5% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling