+74.3%
F vs SPXL
+1,078.5%
-1,004.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | +1.0% | -2.9% | +3.8% | +1.5% |
| 30D | +2.1% | -12.4% | +14.5% | +6.6% |
| 3M | -10.3% | -11.8% | +1.5% | -6.7% |
| 6M | +3.3% | -1.4% | +4.7% | +2.3% |
| YTD | -2.0% | +19.0% | -21.0% | -10.3% |
| 1Y | -2.3% | +18.0% | -20.2% | -10.4% |
| 3Y | +49.9% | +220.0% | -170.1% | -13.0% |
| 5Y | -12.5% | +102.6% | -115.0% | -43.4% |
| 10Y | +74.3% | +1,087.3% | -1,013.0% | -55.2% |
| All | +74.3% | +1,078.5% | -1,004.3% | -55.2% |
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