+1,186.1%
ICE vs SPXL
+7,063.6%
-5,877.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +3.6% | +7.4% | -3.8% | +1.2% |
| 30D | +15.1% | -7.8% | +22.9% | +17.2% |
| 3M | +15.4% | -11.9% | +27.3% | +19.0% |
| 6M | +16.1% | -1.7% | +17.9% | +14.4% |
| YTD | +11.4% | +20.8% | -9.5% | +1.4% |
| 1Y | +18.5% | +25.0% | -6.5% | +6.4% |
| 3Y | +70.5% | +226.1% | -155.6% | +2.4% |
| 5Y | +40.9% | +101.1% | -60.2% | -8.8% |
| 10Y | +260.6% | +1,112.6% | -852.0% | -9.1% |
| All | +1,186.1% | +7,063.6% | -5,877.5% | -4.8% |
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