+21.9%
BABA vs SPXL
+228.0%
-206.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -13.8% | +7.4% | -21.2% | -15.6% |
| 30D | -15.1% | -7.8% | -7.3% | -13.6% |
| 3M | -22.7% | -11.9% | -10.8% | -20.4% |
| 6M | -34.7% | -1.7% | -32.9% | -35.2% |
| YTD | -35.0% | +20.8% | -55.8% | -39.5% |
| 1Y | -40.4% | +25.0% | -65.4% | -45.1% |
| 3Y | +21.9% | +226.1% | -204.2% | -22.5% |
| All | +21.9% | +228.0% | -206.1% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling