+208.8%
C vs SPXL
+1,078.5%
-869.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.7% |
| 7D | -0.4% | -2.9% | +2.5% | +0.5% |
| 30D | -5.2% | -12.4% | +7.2% | -0.1% |
| 3M | -9.1% | -11.8% | +2.7% | -4.7% |
| 6M | -1.6% | -1.4% | -0.2% | -2.3% |
| YTD | +6.9% | +19.0% | -12.0% | -2.7% |
| 1Y | +23.0% | +18.0% | +5.0% | +12.1% |
| 3Y | +216.1% | +220.0% | -3.8% | +76.8% |
| 5Y | +112.2% | +102.6% | +9.7% | +29.8% |
| 10Y | +208.8% | +1,087.3% | -878.5% | -37.5% |
| All | +208.8% | +1,078.5% | -869.8% | -37.5% |
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