+145.3%
B vs SPXL
+7,736.1%
-7,590.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | +9.4% | -0.9% | +10.3% | +9.6% |
| 3M | +5.0% | +2.0% | +3.0% | +4.6% |
| 6M | -3.5% | +33.5% | -37.1% | -7.9% |
| YTD | +4.5% | +32.2% | -27.7% | -0.1% |
| 1Y | +67.8% | +48.9% | +18.9% | +57.4% |
| 3Y | +196.7% | +222.9% | -26.2% | +141.1% |
| 5Y | +151.9% | +140.7% | +11.2% | +104.3% |
| 10Y | +202.2% | +1,192.7% | -990.5% | +64.7% |
| All | +145.3% | +7,736.1% | -7,590.8% | -20.6% |
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