+16.7%
BABA vs SPXL
+1,177.5%
-1,160.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.4% |
| 7D | -2.2% | -1.3% | -0.9% | -1.8% |
| 30D | -17.3% | -5.0% | -12.3% | -16.1% |
| 3M | -7.8% | +7.6% | -15.4% | -10.4% |
| 6M | -16.8% | +33.6% | -50.4% | -24.7% |
| YTD | -24.7% | +28.1% | -52.8% | -31.1% |
| 1Y | -24.9% | +43.6% | -68.6% | -33.9% |
| 3Y | +29.1% | +225.8% | -196.7% | -17.6% |
| 5Y | -30.5% | +140.1% | -170.6% | -54.2% |
| 10Y | +16.7% | +1,248.4% | -1,231.7% | -65.2% |
| All | +16.7% | +1,177.5% | -1,160.8% | -65.2% |
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