+202.9%
B vs SPXL
+241.4%
-38.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | +9.4% | -0.9% | +10.3% | +9.7% |
| 3M | +5.0% | +2.0% | +3.0% | +4.3% |
| 6M | -3.5% | +33.5% | -37.1% | -10.4% |
| YTD | +4.5% | +32.2% | -27.7% | -2.8% |
| 1Y | +67.8% | +48.9% | +18.9% | +52.3% |
| All | +202.9% | +241.4% | -38.5% | +127.7% |
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