-67.1%
BAX vs SPXL
+137.2%
-204.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.6% |
| 7D | -5.1% | -1.3% | -3.8% | -4.8% |
| 30D | -12.2% | -5.0% | -7.2% | -11.1% |
| 3M | +21.8% | +7.6% | +14.2% | +19.4% |
| 6M | +36.3% | +33.6% | +2.7% | +26.5% |
| YTD | +27.8% | +28.1% | -0.3% | +19.8% |
| 1Y | -0.1% | +43.6% | -43.7% | -8.8% |
| 3Y | -33.3% | +225.8% | -259.1% | -50.5% |
| 5Y | -67.1% | +140.1% | -207.1% | -76.1% |
| All | -67.1% | +137.2% | -204.3% | -76.1% |
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