+14.4%
FIX vs SPXL
+29.9%
-15.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.8% | -19.9% | -19.0% |
| 7D | -18.9% | -2.5% | -16.4% | -17.5% |
| 30D | -36.3% | -4.3% | -32.0% | -33.9% |
| 3M | -38.5% | -4.2% | -34.3% | -36.6% |
| 6M | -42.3% | +15.0% | -57.3% | -49.4% |
| YTD | +17.1% | +28.4% | -11.3% | -8.2% |
| 1Y | +14.4% | +30.3% | -15.9% | -11.4% |
| All | +14.4% | +29.9% | -15.5% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling