+478.1%
FLEX vs SPXL
+231.8%
+246.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +5.4% |
| 7D | +7.0% | +1.5% | +5.5% | +5.9% |
| 30D | -5.8% | -3.7% | -2.1% | -3.6% |
| 3M | -24.2% | +8.1% | -32.3% | -27.5% |
| 6M | +90.8% | +39.0% | +51.8% | +59.0% |
| YTD | +89.2% | +29.9% | +59.2% | +63.6% |
| 1Y | +104.7% | +46.6% | +58.1% | +66.0% |
| 3Y | +478.1% | +230.5% | +247.6% | +243.3% |
| All | +478.1% | +231.8% | +246.3% | +243.3% |
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