+471.1%
BA vs SPXL
+7,736.1%
-7,265.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -11.6% | -0.9% | -10.8% | -11.4% |
| 3M | -2.4% | +2.0% | -4.4% | -3.7% |
| 6M | -6.6% | +33.5% | -40.1% | -17.9% |
| YTD | -2.2% | +32.2% | -34.4% | -14.0% |
| 1Y | -8.0% | +48.9% | -56.9% | -23.5% |
| 3Y | -5.0% | +222.9% | -227.8% | -46.4% |
| 5Y | -2.7% | +140.7% | -143.4% | -43.1% |
| 10Y | +75.9% | +1,192.7% | -1,116.8% | -53.0% |
| All | +471.1% | +7,736.1% | -7,265.0% | -42.9% |
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