+60.7%
BMY vs SPXL
+1,271.9%
-1,211.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.6% |
| 7D | -4.8% | -2.5% | -2.2% | -4.4% |
| 30D | -0.1% | -4.2% | +4.1% | +0.6% |
| 3M | +13.1% | +8.1% | +5.0% | +11.3% |
| 6M | +8.4% | +35.6% | -27.2% | +2.3% |
| YTD | +22.0% | +28.8% | -6.8% | +15.8% |
| 1Y | +40.3% | +39.8% | +0.5% | +31.0% |
| 3Y | +20.5% | +221.4% | -200.9% | -6.6% |
| 5Y | +23.7% | +146.9% | -123.2% | -5.1% |
| All | +60.7% | +1,271.9% | -1,211.1% | -27.6% |
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