+1,143.2%
BLK vs SPXL
+7,537.4%
-6,394.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.5% |
| 7D | -3.3% | -2.5% | -0.8% | -2.2% |
| 30D | -6.5% | -4.2% | -2.3% | -4.7% |
| 3M | +6.7% | +8.1% | -1.4% | +2.5% |
| 6M | +14.7% | +35.6% | -20.9% | -1.3% |
| YTD | +2.5% | +28.8% | -26.3% | -9.9% |
| 1Y | -2.8% | +39.8% | -42.6% | -18.2% |
| 3Y | +65.9% | +221.4% | -155.5% | -11.1% |
| 5Y | +33.0% | +146.9% | -114.0% | -27.1% |
| 10Y | +281.2% | +1,255.8% | -974.6% | -28.4% |
| All | +1,143.2% | +7,537.4% | -6,394.2% | -38.3% |
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