+23.9%
BMY vs SPXL
+132.3%
-108.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.9% |
| 7D | -6.4% | -6.0% | -0.4% | -5.8% |
| 30D | +0.2% | -5.8% | +6.0% | +0.8% |
| 3M | +16.0% | +10.9% | +5.1% | +14.6% |
| 6M | +8.3% | +31.9% | -23.6% | +5.0% |
| YTD | +22.2% | +25.8% | -3.6% | +18.9% |
| 1Y | +41.7% | +39.8% | +1.9% | +36.2% |
| 3Y | +20.7% | +219.9% | -199.1% | +4.8% |
| 5Y | +23.9% | +141.1% | -117.2% | +4.5% |
| All | +23.9% | +132.3% | -108.4% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling