+494.2%
FIX vs SPXL
+228.0%
+266.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.5% |
| 7D | +9.4% | +7.4% | +2.0% | +4.4% |
| 30D | -27.8% | -7.8% | -19.9% | -23.6% |
| 3M | -35.6% | -11.9% | -23.6% | -29.9% |
| 6M | -45.2% | -1.7% | -43.5% | -44.7% |
| YTD | +19.5% | +20.8% | -1.3% | +4.6% |
| 1Y | +24.2% | +25.0% | -0.8% | +6.6% |
| 3Y | +494.2% | +226.1% | +268.0% | +155.3% |
| All | +494.2% | +228.0% | +266.1% | +155.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling