+668.0%
BE vs SPXL
+471.0%
+197.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.1% |
| 7D | +10.8% | +7.4% | +3.4% | +6.3% |
| 30D | -19.8% | -7.8% | -12.0% | -14.0% |
| 3M | -18.7% | -11.9% | -6.8% | -9.8% |
| 6M | -33.7% | -1.7% | -32.0% | -30.1% |
| YTD | +121.0% | +20.8% | +100.1% | +106.9% |
| 1Y | +85.4% | +25.0% | +60.4% | +71.9% |
| 3Y | +1,709.5% | +226.1% | +1,483.4% | +808.5% |
| 5Y | +462.2% | +101.1% | +361.1% | +253.7% |
| All | +668.0% | +471.0% | +197.0% | +108.2% |
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 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