+233.0%
BAC vs SPXL
+1,146.6%
-913.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -1.5% |
| 7D | -1.9% | -3.8% | +1.9% | -0.8% |
| 30D | -7.2% | -8.8% | +1.6% | -4.3% |
| 3M | -20.4% | -7.4% | -13.0% | -18.6% |
| 6M | +1.3% | +1.8% | -0.5% | -1.2% |
| YTD | -6.4% | +23.6% | -30.0% | -16.2% |
| 1Y | -3.5% | +21.7% | -25.2% | -13.3% |
| 3Y | +96.7% | +232.4% | -135.7% | +10.2% |
| 5Y | +20.6% | +110.4% | -89.8% | -26.0% |
| 10Y | +233.0% | +1,140.4% | -907.3% | -35.8% |
| All | +233.0% | +1,146.6% | -913.5% | -35.8% |
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