+101.1%
GOOGL vs SPXL
+99.3%
+1.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | +3.9% | +7.4% | -3.6% | +0.6% |
| 30D | -14.9% | -7.8% | -7.1% | -12.4% |
| 3M | -14.6% | -11.9% | -2.6% | -10.5% |
| 6M | -26.4% | -1.7% | -24.7% | -26.9% |
| YTD | -5.3% | +20.8% | -26.1% | -14.3% |
| 1Y | +6.5% | +25.0% | -18.5% | -5.2% |
| 3Y | +126.0% | +226.1% | -100.1% | +24.3% |
| All | +101.1% | +99.3% | +1.8% | +25.9% |
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