+144.8%
IBM vs SPXL
+1,117.7%
-972.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -0.3% | +9.6% | -9.9% | -2.8% |
| 30D | +6.8% | -9.8% | +16.5% | +9.3% |
| 3M | +4.4% | -9.1% | +13.5% | +6.6% |
| 6M | +13.2% | +1.1% | +12.1% | +11.6% |
| YTD | -15.1% | +22.3% | -37.4% | -21.0% |
| 1Y | -20.2% | +20.3% | -40.5% | -25.4% |
| 3Y | +79.3% | +229.0% | -149.7% | +21.1% |
| 5Y | +147.5% | +103.6% | +43.9% | +76.6% |
| All | +144.8% | +1,117.7% | -972.9% | -20.9% |
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