-32.0%
BAX vs SPXL
+231.8%
-263.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.3% |
| 7D | -2.4% | +1.5% | -3.9% | -2.8% |
| 30D | -9.7% | -3.7% | -6.1% | -8.8% |
| 3M | +29.3% | +8.1% | +21.1% | +26.0% |
| 6M | +40.7% | +39.0% | +1.6% | +27.0% |
| YTD | +30.3% | +29.9% | +0.3% | +19.9% |
| 1Y | +3.4% | +46.6% | -43.2% | -7.9% |
| 3Y | -32.0% | +230.5% | -262.5% | -52.2% |
| All | -32.0% | +231.8% | -263.8% | -52.2% |
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