+145.2%
GOOGL vs SPXL
+214.3%
-69.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.3% |
| 7D | -2.8% | -6.0% | +3.2% | -0.4% |
| 30D | -3.2% | -5.8% | +2.6% | -0.9% |
| 3M | -6.6% | +10.9% | -17.5% | -10.5% |
| 6M | +8.5% | +31.9% | -23.5% | -3.4% |
| YTD | +6.5% | +25.8% | -19.3% | -3.8% |
| 1Y | +39.4% | +39.8% | -0.3% | +20.5% |
| All | +145.2% | +214.3% | -69.1% | +41.6% |
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