+1,255.0%
LOW vs SPXL
+7,605.2%
-6,350.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.2% |
| 7D | +0.4% | +1.5% | -1.1% | -0.1% |
| 30D | -10.1% | -3.7% | -6.4% | -9.0% |
| 3M | -2.9% | +8.1% | -11.0% | -6.0% |
| 6M | -19.4% | +39.0% | -58.5% | -28.9% |
| YTD | -15.4% | +29.9% | -45.4% | -23.9% |
| 1Y | -24.9% | +46.6% | -71.5% | -35.6% |
| 3Y | -7.8% | +230.5% | -238.3% | -44.1% |
| 5Y | +8.4% | +140.2% | -131.8% | -32.3% |
| 10Y | +226.8% | +1,168.8% | -942.0% | -3.3% |
| All | +1,255.0% | +7,605.2% | -6,350.2% | +54.7% |
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