+16.4%
AZN vs SPXL
+29.9%
-13.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.8% | -2.1% | +2.5% |
| 7D | +11.5% | -2.5% | +14.0% | +11.6% |
| 30D | +20.8% | -4.3% | +25.1% | +21.0% |
| 3M | +21.5% | -4.2% | +25.7% | +21.6% |
| 6M | +3.0% | +15.0% | -12.0% | -0.2% |
| YTD | +3.9% | +28.4% | -24.5% | -1.2% |
| 1Y | +16.4% | +30.3% | -13.9% | +10.4% |
| All | +16.4% | +29.9% | -13.5% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling