+336.0%
IR vs SPXL
+813.7%
-477.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -2.4% |
| 7D | +1.1% | -3.8% | +4.8% | +2.2% |
| 30D | +7.6% | -8.8% | +16.4% | +10.8% |
| 3M | +0.1% | -7.4% | +7.5% | +2.3% |
| 6M | +14.0% | +1.8% | +12.2% | +11.7% |
| YTD | +7.5% | +23.6% | -16.1% | -2.9% |
| 1Y | +10.1% | +21.7% | -11.6% | 0.0% |
| 3Y | +24.9% | +232.4% | -207.6% | -26.2% |
| 5Y | +46.9% | +110.4% | -63.5% | -4.8% |
| All | +336.0% | +813.7% | -477.8% | +36.7% |
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