+590.9%
JPM vs SPXL
+1,271.9%
-681.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.7% | -0.1% |
| 7D | -0.7% | -2.5% | +1.9% | +0.2% |
| 30D | -2.5% | -4.2% | +1.8% | -1.0% |
| 3M | +14.1% | +8.1% | +6.0% | +10.3% |
| 6M | +25.1% | +35.6% | -10.5% | +10.4% |
| YTD | +12.1% | +28.8% | -16.7% | +0.6% |
| 1Y | +18.8% | +39.8% | -21.0% | +3.0% |
| 3Y | +163.4% | +221.4% | -58.0% | +58.8% |
| 5Y | +156.5% | +146.9% | +9.6% | +54.9% |
| All | +590.9% | +1,271.9% | -681.0% | +68.2% |
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