+291.3%
IR vs SPXL
+877.1%
-585.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -15.1% | -0.9% | -14.3% | -14.9% |
| 3M | +6.1% | +2.0% | +4.0% | +4.6% |
| 6M | -16.8% | +33.5% | -50.3% | -26.3% |
| YTD | -3.5% | +32.2% | -35.7% | -14.4% |
| 1Y | -3.5% | +48.9% | -52.4% | -18.7% |
| 3Y | +9.5% | +222.9% | -213.4% | -34.3% |
| 5Y | +45.1% | +140.7% | -95.6% | -10.3% |
| All | +291.3% | +877.1% | -585.8% | +20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling