+67.2%
F vs SPXL
+1,117.7%
-1,050.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.5% |
| 7D | -3.9% | +9.6% | -13.4% | -7.3% |
| 30D | -0.5% | -9.8% | +9.3% | +2.7% |
| 3M | -12.9% | -9.1% | -3.9% | -10.5% |
| 6M | +1.5% | +1.1% | +0.4% | -0.4% |
| YTD | -5.0% | +22.3% | -27.3% | -14.0% |
| 1Y | -7.3% | +20.3% | -27.6% | -15.7% |
| 3Y | +45.3% | +229.0% | -183.7% | -16.6% |
| 5Y | -15.8% | +103.6% | -119.4% | -45.7% |
| All | +67.2% | +1,117.7% | -1,050.5% | -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 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