+252.1%
INTC vs SPXL
+1,271.9%
-1,019.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.5% |
| 7D | +7.5% | -2.5% | +10.0% | +8.7% |
| 30D | +2.0% | -4.2% | +6.2% | +4.0% |
| 3M | -12.0% | +8.1% | -20.1% | -14.6% |
| 6M | +114.5% | +35.6% | +78.9% | +89.3% |
| YTD | +179.0% | +28.8% | +150.2% | +151.8% |
| 1Y | +318.3% | +39.8% | +278.5% | +264.4% |
| 3Y | +171.2% | +221.4% | -50.2% | +61.0% |
| 5Y | +107.6% | +146.9% | -39.3% | +26.3% |
| All | +252.1% | +1,271.9% | -1,019.7% | -10.0% |
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