+934.0%
BE vs SPXL
+494.3%
+439.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -2.8% |
| 7D | +9.7% | -6.0% | +15.7% | +14.1% |
| 30D | +22.4% | -5.8% | +28.2% | +27.3% |
| 3M | +10.4% | +10.9% | -0.5% | +5.0% |
| 6M | +67.9% | +31.9% | +35.9% | +44.4% |
| YTD | +197.5% | +25.8% | +171.7% | +165.8% |
| 1Y | +310.6% | +39.8% | +270.8% | +252.3% |
| 3Y | +1,657.2% | +219.9% | +1,437.4% | +771.3% |
| 5Y | +1,218.2% | +141.1% | +1,077.1% | +630.6% |
| All | +934.0% | +494.3% | +439.7% | +167.5% |
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 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