+18.8%
JPM vs SPXL
+41.9%
-23.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.7% | +0.1% |
| 7D | -0.7% | -2.5% | +1.9% | 0.0% |
| 30D | -2.5% | -4.2% | +1.8% | -1.4% |
| 3M | +14.1% | +8.1% | +6.0% | +11.2% |
| 6M | +25.1% | +35.6% | -10.5% | +11.8% |
| YTD | +12.1% | +28.8% | -16.7% | +1.8% |
| 1Y | +18.8% | +39.8% | -21.0% | +6.7% |
| All | +18.8% | +41.9% | -23.1% | +6.7% |
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