+28.1%
BA vs SPXL
+1,179.5%
-1,151.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.0% | -7.6% | -3.8% |
| 7D | -1.7% | -0.9% | -0.9% | -2.0% |
| 30D | -9.5% | -11.4% | +1.9% | -5.2% |
| 3M | -26.5% | -10.8% | -15.7% | -23.4% |
| 6M | -27.4% | -0.3% | -27.1% | -28.6% |
| YTD | -20.6% | +20.3% | -40.9% | -29.1% |
| 1Y | -11.4% | +24.7% | -36.2% | -22.6% |
| 3Y | -10.8% | +238.6% | -249.4% | -55.3% |
| 5Y | -21.9% | +100.0% | -121.9% | -54.3% |
| 10Y | +28.1% | +1,108.4% | -1,080.3% | -70.6% |
| All | +28.1% | +1,179.5% | -1,151.4% | -70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling