+3,906.3%
BX vs SPXL
+7,605.2%
-3,698.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.8% |
| 7D | -2.0% | +1.5% | -3.4% | -2.7% |
| 30D | -2.3% | -3.7% | +1.4% | -0.4% |
| 3M | +18.5% | +8.1% | +10.4% | +13.2% |
| 6M | +23.7% | +39.0% | -15.3% | +3.1% |
| YTD | -10.4% | +29.9% | -40.3% | -22.6% |
| 1Y | -19.6% | +46.6% | -66.2% | -35.3% |
| 3Y | +30.8% | +230.5% | -199.7% | -33.7% |
| 5Y | +24.3% | +140.2% | -115.8% | -30.2% |
| 10Y | +679.5% | +1,168.8% | -489.3% | +40.0% |
| All | +3,906.3% | +7,605.2% | -3,698.8% | +78.7% |
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