-2.7%
BND vs SPXL
+141.8%
-144.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | -1.0% | -2.5% | +1.5% | -1.0% |
| 30D | -1.1% | -4.2% | +3.1% | -1.0% |
| 3M | -1.9% | +8.1% | -10.0% | -2.1% |
| 6M | -1.6% | +35.6% | -37.2% | -2.4% |
| YTD | -1.2% | +28.8% | -30.0% | -2.0% |
| 1Y | -0.7% | +39.8% | -40.6% | -1.7% |
| 3Y | +12.5% | +221.4% | -208.9% | +8.2% |
| All | -2.7% | +141.8% | -144.5% | -7.4% |
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