+288.0%
BAC vs SPXL
+7,736.1%
-7,448.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.6% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -0.4% | -0.9% | +0.5% | -0.1% |
| 3M | +16.9% | +2.0% | +14.9% | +13.9% |
| 6M | +26.6% | +33.5% | -6.9% | +5.1% |
| YTD | +15.8% | +32.2% | -16.4% | -3.7% |
| 1Y | +27.2% | +48.9% | -21.7% | -2.1% |
| 3Y | +132.4% | +222.9% | -90.4% | +3.9% |
| 5Y | +72.6% | +140.7% | -68.1% | -23.1% |
| 10Y | +389.7% | +1,192.7% | -802.9% | -51.4% |
| All | +288.0% | +7,736.1% | -7,448.1% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling