+1,307.2%
F vs SPXL
+7,736.1%
-6,428.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.0% |
| 7D | +5.3% | +0.1% | +5.3% | +5.3% |
| 30D | +4.6% | -0.9% | +5.5% | +5.0% |
| 3M | -3.7% | +2.0% | -5.7% | -5.2% |
| 6M | +16.8% | +33.5% | -16.7% | +2.6% |
| YTD | +15.3% | +32.2% | -16.9% | +1.4% |
| 1Y | +31.0% | +48.9% | -17.9% | +9.0% |
| 3Y | +45.4% | +222.9% | -177.4% | -18.4% |
| 5Y | +54.7% | +140.7% | -86.0% | -8.4% |
| 10Y | +98.2% | +1,192.7% | -1,094.4% | -54.8% |
| All | +1,307.2% | +7,736.1% | -6,428.9% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling