+14,437.0%
FIX vs SPXL
+6,567.8%
+7,869.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.1% |
| 7D | -17.5% | -8.7% | -8.7% | -14.2% |
| 30D | -41.6% | -16.9% | -24.7% | -36.5% |
| 3M | -40.6% | -15.2% | -25.4% | -36.1% |
| 6M | -49.4% | -5.5% | -43.9% | -48.0% |
| YTD | +9.2% | +12.4% | -3.3% | +4.0% |
| 1Y | +6.5% | +16.9% | -10.5% | 0.0% |
| 3Y | +448.7% | +211.8% | +236.9% | +235.5% |
| 5Y | +948.7% | +85.6% | +863.1% | +620.3% |
| 10Y | +3,659.7% | +1,159.4% | +2,500.3% | +807.4% |
| All | +14,437.0% | +6,567.8% | +7,869.2% | +1,136.3% |
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 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