-2.8%
BSX vs SPXL
+141.8%
-144.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.8% |
| 7D | -10.1% | -2.5% | -7.5% | -9.5% |
| 30D | -16.4% | -4.2% | -12.2% | -15.6% |
| 3M | -8.9% | +8.1% | -17.0% | -10.8% |
| 6M | -38.3% | +35.6% | -73.9% | -43.0% |
| YTD | -54.9% | +28.8% | -83.7% | -58.0% |
| 1Y | -58.8% | +39.8% | -98.6% | -62.6% |
| 3Y | -21.2% | +221.4% | -242.6% | -44.2% |
| All | -2.8% | +141.8% | -144.6% | -31.4% |
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