+131.7%
B vs SPXL
+7,034.2%
-6,902.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.0% | -2.8% | +3.1% |
| 7D | +11.3% | -0.9% | +12.2% | +11.3% |
| 30D | +2.9% | -11.4% | +14.3% | +4.9% |
| 3M | -2.9% | -10.8% | +8.0% | -1.1% |
| 6M | -1.2% | -0.3% | -0.9% | -1.2% |
| YTD | -1.3% | +20.3% | -21.6% | -4.3% |
| 1Y | +30.4% | +24.7% | +5.7% | +25.8% |
| 3Y | +195.3% | +238.6% | -43.3% | +138.8% |
| 5Y | +146.2% | +100.0% | +46.3% | +105.7% |
| 10Y | +200.5% | +1,108.4% | -908.0% | +65.4% |
| All | +131.7% | +7,034.2% | -6,902.5% | -23.9% |
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