-74.7%
GRAB vs SPXL
+329.3%
-404.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.2% |
| 7D | -12.0% | -6.0% | -6.0% | -9.7% |
| 30D | -19.5% | -5.8% | -13.7% | -17.6% |
| 3M | -8.0% | +10.9% | -18.8% | -11.9% |
| 6M | -22.2% | +31.9% | -54.1% | -31.0% |
| YTD | -39.7% | +25.8% | -65.4% | -45.6% |
| 1Y | -43.2% | +39.8% | -83.0% | -50.9% |
| 3Y | -19.1% | +219.9% | -238.9% | -52.6% |
| 5Y | -72.0% | +141.1% | -213.1% | -83.2% |
| All | -74.7% | +329.3% | -404.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling