+222.4%
HYG vs SPXL
+7,356.5%
-7,134.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.2% |
| 7D | -0.7% | -6.0% | +5.3% | 0.0% |
| 30D | -0.6% | -5.8% | +5.2% | +0.1% |
| 3M | +0.4% | +10.9% | -10.4% | -1.1% |
| 6M | +1.2% | +31.9% | -30.7% | -2.7% |
| YTD | +1.5% | +25.8% | -24.3% | -2.0% |
| 1Y | +3.2% | +39.8% | -36.6% | -1.9% |
| 3Y | +25.9% | +219.9% | -194.0% | +4.7% |
| 5Y | +18.6% | +141.1% | -122.5% | -1.6% |
| 10Y | +55.8% | +1,223.7% | -1,167.9% | -5.7% |
| All | +222.4% | +7,356.5% | -7,134.1% | +28.7% |
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