+10.1%
IR vs SPXL
+23.3%
-13.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -2.4% |
| 7D | +1.1% | -3.8% | +4.8% | +2.1% |
| 30D | +7.6% | -8.8% | +16.4% | +10.9% |
| 3M | +0.1% | -7.4% | +7.5% | +2.4% |
| 6M | +14.0% | +1.8% | +12.2% | +11.0% |
| YTD | +7.5% | +23.6% | -16.1% | -6.0% |
| 1Y | +10.1% | +21.7% | -11.6% | -3.1% |
| All | +10.1% | +23.3% | -13.2% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling