+123.6%
HOOD vs SPXL
+139.7%
-16.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.4% |
| 7D | -3.8% | +7.4% | -11.2% | -8.8% |
| 30D | -23.0% | -7.8% | -15.1% | -18.3% |
| 3M | -21.6% | -11.9% | -9.7% | -13.5% |
| 6M | +1.4% | -1.7% | +3.2% | +2.9% |
| YTD | -31.2% | +20.8% | -52.0% | -39.5% |
| 1Y | -35.9% | +25.0% | -60.9% | -44.8% |
| 3Y | +836.9% | +226.1% | +610.8% | +348.3% |
| 5Y | +121.1% | +101.1% | +20.0% | +27.2% |
| All | +123.6% | +139.7% | -16.1% | +35.5% |
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