-1.4%
LOW vs SPXL
+29.9%
-31.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.8% | +2.7% | +6.5% |
| 7D | +15.6% | -2.5% | +18.1% | +16.1% |
| 30D | +28.6% | -4.3% | +32.9% | +29.5% |
| 3M | +5.8% | -4.2% | +10.1% | +6.5% |
| 6M | +3.8% | +15.0% | -11.2% | -1.1% |
| YTD | -2.8% | +28.4% | -31.2% | -11.6% |
| 1Y | -1.4% | +30.3% | -31.7% | -10.6% |
| All | -1.4% | +29.9% | -31.3% | -10.6% |
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