+662.0%
JNJ vs SPXL
+7,605.2%
-6,943.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | -0.8% | +1.5% | -2.2% | -1.0% |
| 30D | +4.3% | -3.7% | +8.0% | +4.9% |
| 3M | +16.5% | +8.1% | +8.4% | +14.4% |
| 6M | +13.1% | +39.0% | -25.9% | +5.9% |
| YTD | +32.1% | +29.9% | +2.2% | +24.8% |
| 1Y | +54.5% | +46.6% | +7.9% | +42.4% |
| 3Y | +82.5% | +230.5% | -148.0% | +38.6% |
| 5Y | +80.0% | +140.2% | -60.1% | +36.5% |
| 10Y | +195.7% | +1,168.8% | -973.1% | +41.3% |
| All | +662.0% | +7,605.2% | -6,943.2% | +123.6% |
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