+1,274.4%
JPM vs SPXL
+7,063.6%
-5,789.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | +3.5% | +7.4% | -3.9% | 0.0% |
| 30D | +3.3% | -7.8% | +11.1% | +6.4% |
| 3M | -4.2% | -11.9% | +7.8% | +0.5% |
| 6M | +16.4% | -1.7% | +18.1% | +14.7% |
| YTD | +9.5% | +20.8% | -11.3% | -3.0% |
| 1Y | +14.0% | +25.0% | -11.0% | -0.8% |
| 3Y | +153.1% | +226.1% | -73.1% | +28.4% |
| 5Y | +134.9% | +101.1% | +33.8% | +30.5% |
| 10Y | +485.7% | +1,112.6% | -626.8% | -9.7% |
| All | +1,274.4% | +7,063.6% | -5,789.2% | -63.4% |
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