+65.2%
BND vs SPXL
+7,495.8%
-7,430.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | -0.1% | -1.3% | +1.2% | -0.1% |
| 30D | -0.2% | -5.0% | +4.8% | -0.2% |
| 3M | -0.7% | +7.6% | -8.3% | -0.7% |
| 6M | -1.7% | +33.6% | -35.3% | -1.6% |
| YTD | -0.5% | +28.1% | -28.6% | -0.5% |
| 1Y | +0.4% | +43.6% | -43.3% | +0.4% |
| 3Y | +13.1% | +225.8% | -212.7% | +13.4% |
| 5Y | -2.1% | +140.1% | -142.1% | -2.0% |
| 10Y | +15.7% | +1,248.4% | -1,232.7% | +19.5% |
| All | +65.2% | +7,495.8% | -7,430.6% | +79.7% |
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