+36.4%
BP vs SPXL
+231.8%
-195.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.6% |
| 7D | +0.9% | +1.5% | -0.5% | +0.7% |
| 30D | +9.1% | -3.7% | +12.8% | +9.6% |
| 3M | +3.9% | +8.1% | -4.2% | +2.4% |
| 6M | +13.6% | +39.0% | -25.4% | +7.1% |
| YTD | +34.0% | +29.9% | +4.1% | +27.7% |
| 1Y | +39.2% | +46.6% | -7.4% | +29.0% |
| 3Y | +36.4% | +230.5% | -194.1% | +9.6% |
| All | +36.4% | +231.8% | -195.3% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling