+1,097.4%
F vs SPXL
+6,567.8%
-5,470.4%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.6% |
| 1Y | -0.8% | +16.9% | -17.7% | -9.3% |
| 3Y | +43.5% | +211.8% | -168.3% | -18.7% |
| 5Y | -12.1% | +85.6% | -97.7% | -42.4% |
| 10Y | +83.6% | +1,159.4% | -1,075.8% | -58.1% |
| All | +1,097.4% | +6,567.8% | -5,470.4% | -9.5% |
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