-74.3%
GRAB vs SPXL
+339.7%
-414.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.4% |
| 7D | -10.8% | -2.5% | -8.3% | -9.8% |
| 30D | -15.5% | -4.2% | -11.3% | -14.0% |
| 3M | -9.0% | +8.1% | -17.1% | -12.0% |
| 6M | -21.6% | +35.6% | -57.2% | -31.2% |
| YTD | -38.9% | +28.8% | -67.7% | -45.4% |
| 1Y | -44.8% | +39.8% | -84.7% | -52.3% |
| 3Y | -18.4% | +221.4% | -239.8% | -52.3% |
| 5Y | -71.6% | +146.9% | -218.6% | -83.2% |
| All | -74.3% | +339.7% | -414.0% | -87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling