+18.3%
HYG vs SPXL
+141.8%
-123.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.5% | -0.3% |
| 7D | -0.7% | -2.5% | +1.8% | -0.4% |
| 30D | -0.7% | -4.2% | +3.5% | -0.3% |
| 3M | -0.2% | +8.1% | -8.3% | -1.2% |
| 6M | +1.4% | +35.6% | -34.2% | -2.5% |
| YTD | +1.5% | +28.8% | -27.3% | -2.0% |
| 1Y | +2.9% | +39.8% | -36.9% | -1.8% |
| 3Y | +25.6% | +221.4% | -195.7% | +5.2% |
| All | +18.3% | +141.8% | -123.6% | -2.4% |
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 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