+143.8%
IBM vs SPXL
+1,271.9%
-1,128.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.5% | +3.3% |
| 7D | +3.6% | -2.5% | +6.1% | +4.3% |
| 30D | +3.1% | -4.2% | +7.3% | +4.3% |
| 3M | -10.8% | +8.1% | -19.0% | -13.3% |
| 6M | -0.8% | +35.6% | -36.4% | -9.8% |
| YTD | -16.2% | +28.8% | -45.0% | -22.7% |
| 1Y | -2.9% | +39.8% | -42.7% | -12.7% |
| 3Y | +79.8% | +221.4% | -141.5% | +22.5% |
| 5Y | +124.9% | +146.9% | -22.0% | +51.4% |
| All | +143.8% | +1,271.9% | -1,128.0% | -18.3% |
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