-39.8%
BABA vs SPXL
+99.3%
-139.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -13.8% | +7.4% | -21.2% | -16.1% |
| 30D | -15.1% | -7.8% | -7.3% | -13.3% |
| 3M | -22.7% | -11.9% | -10.8% | -20.0% |
| 6M | -34.7% | -1.7% | -32.9% | -35.4% |
| YTD | -35.0% | +20.8% | -55.8% | -40.6% |
| 1Y | -40.4% | +25.0% | -65.4% | -46.3% |
| 3Y | +21.9% | +226.1% | -204.2% | -29.4% |
| All | -39.8% | +99.3% | -139.1% | -61.7% |
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