+152.5%
JPM vs SPXL
+141.8%
+10.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.7% | 0.0% |
| 7D | -0.7% | -2.5% | +1.9% | +0.1% |
| 30D | -2.5% | -4.2% | +1.8% | -1.3% |
| 3M | +14.1% | +8.1% | +6.0% | +11.0% |
| 6M | +25.1% | +35.6% | -10.5% | +12.7% |
| YTD | +12.1% | +28.8% | -16.7% | +2.4% |
| 1Y | +18.8% | +39.8% | -21.0% | +5.4% |
| 3Y | +163.4% | +221.4% | -58.0% | +75.2% |
| All | +152.5% | +141.8% | +10.7% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling