-63.3%
BAX vs SPXL
+108.4%
-171.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -1.2% |
| 7D | -0.6% | -3.8% | +3.2% | +0.1% |
| 30D | +6.3% | -8.8% | +15.1% | +8.3% |
| 3M | -4.6% | -7.4% | +2.8% | -3.2% |
| 6M | +50.4% | +1.8% | +48.6% | +48.5% |
| YTD | +38.0% | +23.6% | +14.4% | +29.9% |
| 1Y | +44.6% | +21.7% | +22.9% | +36.3% |
| 3Y | -15.1% | +232.4% | -247.6% | -37.6% |
| 5Y | -63.3% | +110.4% | -173.7% | -72.8% |
| All | -63.3% | +108.4% | -171.7% | -72.8% |
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 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