+911.5%
BE vs SPXL
+524.6%
+386.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.2% | +8.6% | +8.1% |
| 7D | +20.0% | +0.1% | +19.9% | +19.9% |
| 30D | +7.9% | -0.9% | +8.8% | +8.6% |
| 3M | -13.2% | +2.0% | -15.2% | -12.7% |
| 6M | +53.5% | +33.5% | +19.9% | +31.6% |
| YTD | +191.0% | +32.2% | +158.9% | +152.0% |
| 1Y | +360.5% | +48.9% | +311.6% | +279.7% |
| 3Y | +1,568.0% | +222.9% | +1,345.2% | +720.8% |
| 5Y | +1,055.2% | +140.7% | +914.5% | +538.9% |
| All | +911.5% | +524.6% | +386.9% | +153.5% |
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