+30.0%
C vs SPXL
+6,567.8%
-6,537.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -2.4% | -8.7% | +6.3% | +2.3% |
| 30D | -6.0% | -16.9% | +10.9% | +3.7% |
| 3M | -10.5% | -15.2% | +4.6% | -2.8% |
| 6M | -5.7% | -5.5% | -0.2% | -4.7% |
| YTD | +4.1% | +12.4% | -8.3% | -5.4% |
| 1Y | +20.5% | +16.9% | +3.6% | +6.7% |
| 3Y | +208.1% | +211.8% | -3.7% | +41.0% |
| 5Y | +110.4% | +85.6% | +24.8% | +8.9% |
| 10Y | +234.6% | +1,159.4% | -924.8% | -66.8% |
| All | +30.0% | +6,567.8% | -6,537.8% | -98.2% |
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 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