+145.8%
GOOG vs SPXL
+221.9%
-76.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.6% |
| 7D | 0.0% | -2.5% | +2.6% | +1.0% |
| 30D | -2.0% | -4.2% | +2.3% | -0.3% |
| 3M | -5.9% | +8.1% | -14.0% | -8.9% |
| 6M | +8.9% | +35.6% | -26.7% | -4.0% |
| YTD | +7.1% | +28.8% | -21.7% | -4.1% |
| 1Y | +39.7% | +39.8% | -0.1% | +20.7% |
| 3Y | +145.8% | +221.4% | -75.5% | +40.8% |
| All | +145.8% | +221.9% | -76.1% | +40.8% |
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