+274.5%
IR vs SPXL
+829.8%
-555.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | 0.0% |
| 7D | -3.1% | -6.0% | +2.9% | -0.7% |
| 30D | -14.0% | -5.8% | -8.2% | -12.0% |
| 3M | +3.7% | +10.9% | -7.1% | -0.8% |
| 6M | -15.4% | +31.9% | -47.3% | -24.7% |
| YTD | -7.7% | +25.8% | -33.4% | -16.5% |
| 1Y | -8.8% | +39.8% | -48.6% | -21.3% |
| 3Y | +5.6% | +219.9% | -214.3% | -36.4% |
| 5Y | +34.3% | +141.1% | -106.8% | -16.9% |
| All | +274.5% | +829.8% | -555.2% | +17.5% |
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