+70.5%
ICE vs SPXL
+228.0%
-157.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +3.6% | +7.4% | -3.8% | +2.6% |
| 30D | +15.1% | -7.8% | +22.9% | +16.0% |
| 3M | +15.4% | -11.9% | +27.3% | +17.0% |
| 6M | +16.1% | -1.7% | +17.9% | +15.4% |
| YTD | +11.4% | +20.8% | -9.5% | +6.6% |
| 1Y | +18.5% | +25.0% | -6.5% | +12.7% |
| 3Y | +70.5% | +226.1% | -155.6% | +23.1% |
| All | +70.5% | +228.0% | -157.5% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling