+208.1%
C vs SPXL
+212.3%
-4.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -2.4% | -8.7% | +6.3% | +1.1% |
| 30D | -6.0% | -16.9% | +10.9% | +1.2% |
| 3M | -10.5% | -15.2% | +4.6% | -4.7% |
| 6M | -5.7% | -5.5% | -0.2% | -4.7% |
| YTD | +4.1% | +12.4% | -8.3% | -2.9% |
| 1Y | +20.5% | +16.9% | +3.6% | +10.3% |
| 3Y | +208.1% | +211.8% | -3.7% | +94.2% |
| All | +208.1% | +212.3% | -4.2% | +94.2% |
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