-22.1%
BA vs SPXL
+84.1%
-106.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +1.1% | -8.7% | +9.8% | +4.2% |
| 30D | -7.9% | -16.9% | +9.0% | -1.8% |
| 3M | -25.3% | -15.2% | -10.1% | -21.1% |
| 6M | -24.6% | -5.5% | -19.1% | -23.9% |
| YTD | -20.1% | +12.4% | -32.6% | -25.2% |
| 1Y | -11.8% | +16.9% | -28.7% | -18.8% |
| 3Y | -10.1% | +211.8% | -222.0% | -46.9% |
| All | -22.1% | +84.1% | -106.3% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling