+1,086.7%
FLEX vs SPXL
+1,177.5%
-90.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.7% |
| 7D | +6.4% | -1.3% | +7.6% | +7.0% |
| 30D | -5.9% | -5.0% | -0.9% | -3.5% |
| 3M | -23.5% | +7.6% | -31.0% | -25.8% |
| 6M | +83.7% | +33.6% | +50.1% | +61.6% |
| YTD | +86.5% | +28.1% | +58.4% | +67.3% |
| 1Y | +100.5% | +43.6% | +56.9% | +70.5% |
| 3Y | +469.8% | +225.8% | +244.0% | +218.3% |
| 5Y | +725.7% | +140.1% | +585.6% | +381.2% |
| 10Y | +1,086.7% | +1,248.4% | -161.7% | +187.9% |
| All | +1,086.7% | +1,177.5% | -90.8% | +187.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling