+136.0%
GOOG vs SPXL
+141.8%
-5.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.5% |
| 7D | 0.0% | -2.5% | +2.6% | +1.1% |
| 30D | -2.0% | -4.2% | +2.3% | -0.2% |
| 3M | -5.9% | +8.1% | -14.0% | -9.2% |
| 6M | +8.9% | +35.6% | -26.7% | -5.1% |
| YTD | +7.1% | +28.8% | -21.7% | -5.0% |
| 1Y | +39.7% | +39.8% | -0.1% | +19.1% |
| 3Y | +145.8% | +221.4% | -75.5% | +36.8% |
| All | +136.0% | +141.8% | -5.8% | +36.1% |
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