+661.1%
BX vs SPXL
+1,271.9%
-610.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | 0.0% | +1.3% |
| 7D | -5.6% | -2.5% | -3.1% | -4.4% |
| 30D | -12.2% | -4.2% | -8.0% | -10.4% |
| 3M | +7.4% | +8.1% | -0.7% | +3.0% |
| 6M | +22.2% | +35.6% | -13.4% | +4.3% |
| YTD | -14.0% | +28.8% | -42.8% | -24.7% |
| 1Y | -27.3% | +39.8% | -67.1% | -39.3% |
| 3Y | +24.5% | +221.4% | -196.8% | -32.8% |
| 5Y | +18.9% | +146.9% | -128.0% | -31.4% |
| All | +661.1% | +1,271.9% | -610.8% | +77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling