-11.0%
BA vs SPXL
+20.0%
-31.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.0% |
| 7D | 0.0% | -2.9% | +2.9% | +0.6% |
| 30D | -8.9% | -12.4% | +3.5% | -5.0% |
| 3M | -25.5% | -11.8% | -13.8% | -22.6% |
| 6M | -27.0% | -1.4% | -25.6% | -27.7% |
| YTD | -20.1% | +19.0% | -39.1% | -28.2% |
| 1Y | -11.0% | +18.0% | -29.0% | -20.2% |
| All | -11.0% | +20.0% | -31.0% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling