+230.7%
GM vs SPXL
+6,092.8%
-5,862.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -0.9% | -1.8% |
| 7D | -1.1% | -1.3% | +0.2% | -0.6% |
| 30D | -4.6% | -5.0% | +0.4% | -2.6% |
| 3M | +0.2% | +7.6% | -7.4% | -3.2% |
| 6M | +12.6% | +33.6% | -21.0% | -1.0% |
| YTD | +3.7% | +28.1% | -24.4% | -7.5% |
| 1Y | +45.6% | +43.6% | +2.0% | +23.1% |
| 3Y | +162.0% | +225.8% | -63.9% | +46.7% |
| 5Y | +80.5% | +140.1% | -59.6% | +6.5% |
| 10Y | +231.3% | +1,248.4% | -1,017.1% | -21.7% |
| All | +230.7% | +6,092.8% | -5,862.1% | -63.3% |
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