+47.2%
BP vs SPXL
+235.5%
-188.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +1.1% |
| 7D | -0.8% | -3.8% | +3.0% | -0.5% |
| 30D | -3.1% | -8.8% | +5.7% | -2.4% |
| 3M | +6.2% | -7.4% | +13.6% | +6.7% |
| 6M | +4.8% | +1.8% | +3.0% | +3.5% |
| YTD | +35.2% | +23.6% | +11.6% | +28.9% |
| 1Y | +27.4% | +21.7% | +5.7% | +21.7% |
| All | +47.2% | +235.5% | -188.4% | +13.2% |
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