+65.9%
BLK vs SPXL
+221.9%
-156.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.7% |
| 7D | -3.3% | -2.5% | -0.8% | -2.4% |
| 30D | -6.5% | -4.2% | -2.3% | -5.0% |
| 3M | +6.7% | +8.1% | -1.4% | +3.3% |
| 6M | +14.7% | +35.6% | -20.9% | +1.3% |
| YTD | +2.5% | +28.8% | -26.3% | -7.8% |
| 1Y | -2.8% | +39.8% | -42.6% | -15.6% |
| 3Y | +65.9% | +221.4% | -155.5% | -1.9% |
| All | +65.9% | +221.9% | -156.1% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling