+126.0%
GOOGL vs SPXL
+228.0%
-102.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | +3.9% | +7.4% | -3.6% | +0.9% |
| 30D | -14.9% | -7.8% | -7.1% | -12.6% |
| 3M | -14.6% | -11.9% | -2.6% | -10.8% |
| 6M | -26.4% | -1.7% | -24.7% | -26.8% |
| YTD | -5.3% | +20.8% | -26.1% | -13.5% |
| 1Y | +6.5% | +25.0% | -18.5% | -4.0% |
| 3Y | +126.0% | +226.1% | -100.1% | +36.6% |
| All | +126.0% | +228.0% | -102.0% | +36.6% |
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