+484.1%
FLEX vs SPXL
+97.5%
+386.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +7.0% | +5.0% | +8.3% |
| 7D | -7.2% | -0.9% | -6.3% | -6.7% |
| 30D | -34.8% | -11.4% | -23.4% | -30.0% |
| 3M | -35.6% | -10.8% | -24.8% | -31.1% |
| 6M | -45.0% | -0.3% | -44.7% | -44.1% |
| YTD | +29.4% | +20.3% | +9.1% | +20.7% |
| 1Y | +24.8% | +24.7% | +0.1% | +14.6% |
| 3Y | +304.4% | +238.6% | +65.9% | +135.6% |
| 5Y | +484.1% | +100.0% | +384.1% | +284.1% |
| All | +484.1% | +97.5% | +386.6% | +284.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling