+8.5%
IR vs SPXL
+231.8%
-223.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -0.9% |
| 7D | +0.6% | +1.5% | -0.8% | 0.0% |
| 30D | -13.6% | -3.7% | -9.9% | -12.3% |
| 3M | +3.7% | +8.1% | -4.4% | -0.1% |
| 6M | -13.1% | +39.0% | -52.1% | -25.2% |
| YTD | -5.1% | +29.9% | -35.1% | -16.3% |
| 1Y | -6.5% | +46.6% | -53.1% | -22.0% |
| 3Y | +8.5% | +230.5% | -222.0% | -37.9% |
| All | +8.5% | +231.8% | -223.2% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling