-12.1%
DOW vs SPXL
+537.2%
-549.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.9% |
| 7D | -1.4% | -2.5% | +1.1% | -0.5% |
| 30D | -3.9% | -4.2% | +0.3% | -2.6% |
| 3M | -12.7% | +8.1% | -20.8% | -16.2% |
| 6M | -13.7% | +35.6% | -49.3% | -25.5% |
| YTD | +28.4% | +28.8% | -0.4% | +12.7% |
| 1Y | +21.8% | +39.8% | -18.1% | +3.3% |
| 3Y | -35.7% | +221.4% | -257.1% | -62.6% |
| 5Y | -36.8% | +146.9% | -183.8% | -63.4% |
| All | -12.1% | +537.2% | -549.2% | -70.2% |
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 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