+72.3%
BA vs SPXL
+1,166.6%
-1,094.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.1% |
| 7D | +2.5% | +1.5% | +1.0% | +1.8% |
| 30D | -10.1% | -3.7% | -6.4% | -8.6% |
| 3M | -2.4% | +8.1% | -10.5% | -6.3% |
| 6M | -8.8% | +39.0% | -47.9% | -22.4% |
| YTD | -2.9% | +29.9% | -32.9% | -15.4% |
| 1Y | -8.8% | +46.6% | -55.4% | -25.3% |
| 3Y | -0.3% | +230.5% | -230.8% | -49.0% |
| 5Y | -0.3% | +140.2% | -140.5% | -46.4% |
| 10Y | +72.3% | +1,168.8% | -1,096.4% | -63.2% |
| All | +72.3% | +1,166.6% | -1,094.2% | -63.2% |
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