-10.0%
LOW vs SPXL
+214.3%
-224.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | -2.6% | -6.0% | +3.4% | -1.1% |
| 30D | -11.1% | -5.8% | -5.4% | -9.9% |
| 3M | -8.5% | +10.9% | -19.4% | -11.1% |
| 6M | -20.8% | +31.9% | -52.8% | -26.9% |
| YTD | -17.2% | +25.8% | -43.0% | -22.8% |
| 1Y | -24.7% | +39.8% | -64.5% | -32.0% |
| All | -10.0% | +214.3% | -224.3% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling