+1,316.8%
JPM vs SPXL
+7,736.1%
-6,419.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -0.2% | -0.9% | +0.7% | +0.1% |
| 3M | +15.9% | +2.0% | +13.8% | +13.5% |
| 6M | +20.9% | +33.5% | -12.6% | +3.6% |
| YTD | +12.9% | +32.2% | -19.3% | -3.1% |
| 1Y | +20.3% | +48.9% | -28.6% | -3.1% |
| 3Y | +160.9% | +222.9% | -61.9% | +33.6% |
| 5Y | +154.8% | +140.7% | +14.1% | +30.4% |
| 10Y | +591.1% | +1,192.7% | -601.6% | +4.2% |
| All | +1,316.8% | +7,736.1% | -6,419.3% | -63.5% |
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