+22,906.8%
FIX vs SPXL
+7,736.1%
+15,170.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | +6.0% | +0.1% | +6.0% | +5.9% |
| 30D | -7.2% | -0.9% | -6.4% | -7.0% |
| 3M | -15.9% | +2.0% | -17.9% | -16.5% |
| 6M | +12.7% | +33.5% | -20.8% | -0.4% |
| YTD | +72.8% | +32.2% | +40.6% | +53.2% |
| 1Y | +122.9% | +48.9% | +74.0% | +88.4% |
| 3Y | +774.3% | +222.9% | +551.5% | +422.1% |
| 5Y | +2,049.5% | +140.7% | +1,908.8% | +1,214.4% |
| 10Y | +5,821.5% | +1,192.7% | +4,628.8% | +1,304.7% |
| All | +22,906.8% | +7,736.1% | +15,170.7% | +1,720.3% |
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