-15.8%
F vs SPXL
+84.1%
-100.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +1.6% | -8.7% | +10.3% | +4.9% |
| 30D | +2.6% | -16.9% | +19.5% | +9.9% |
| 3M | -8.8% | -15.2% | +6.4% | -3.3% |
| 6M | +4.6% | -5.5% | +10.1% | +5.5% |
| YTD | -1.9% | +12.4% | -14.3% | -8.7% |
| 1Y | -0.8% | +16.9% | -17.7% | -9.4% |
| 3Y | +43.5% | +211.8% | -168.3% | -22.1% |
| All | -15.8% | +84.1% | -100.0% | -46.3% |
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