-35.5%
DOW vs SPXL
+132.3%
-167.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.3% |
| 7D | -2.4% | -6.0% | +3.6% | -0.7% |
| 30D | -4.1% | -5.8% | +1.7% | -2.6% |
| 3M | -12.4% | +10.9% | -23.3% | -15.8% |
| 6M | -10.6% | +31.9% | -42.5% | -19.8% |
| YTD | +31.1% | +25.8% | +5.3% | +19.3% |
| 1Y | +30.5% | +39.8% | -9.2% | +14.7% |
| 3Y | -34.4% | +219.9% | -254.3% | -56.7% |
| 5Y | -35.5% | +141.1% | -176.6% | -58.6% |
| All | -35.5% | +132.3% | -167.8% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling