+225.5%
HOOD vs SPXL
+149.5%
+76.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.3% |
| 7D | -9.1% | -6.0% | -3.1% | -4.9% |
| 30D | +20.1% | -5.8% | +25.9% | +26.2% |
| 3M | +31.2% | +10.9% | +20.4% | +21.7% |
| 6M | +44.3% | +31.9% | +12.4% | +18.1% |
| YTD | +0.2% | +25.8% | -25.5% | -14.5% |
| 1Y | -3.5% | +39.8% | -43.3% | -22.7% |
| 3Y | +955.2% | +219.9% | +735.4% | +405.1% |
| 5Y | +175.3% | +141.1% | +34.2% | +48.0% |
| All | +225.5% | +149.5% | +76.0% | +91.4% |
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