+391.9%
BAC vs SPXL
+1,239.4%
-847.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +0.5% |
| 7D | -0.3% | -6.0% | +5.7% | +2.2% |
| 30D | -1.8% | -5.8% | +4.0% | +0.4% |
| 3M | +15.3% | +10.9% | +4.4% | +9.8% |
| 6M | +30.2% | +31.9% | -1.7% | +14.6% |
| YTD | +15.6% | +25.8% | -10.2% | +3.4% |
| 1Y | +27.5% | +39.8% | -12.3% | +8.6% |
| 3Y | +137.0% | +219.9% | -82.8% | +35.2% |
| 5Y | +75.6% | +141.1% | -65.5% | +1.6% |
| All | +391.9% | +1,239.4% | -847.5% | -1.5% |
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 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