+107.3%
META vs SPXL
+223.9%
-116.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | +6.7% | +0.1% | +6.7% | +6.7% |
| 30D | +4.8% | -0.9% | +5.6% | +5.2% |
| 3M | -1.6% | +2.0% | -3.7% | -3.1% |
| 6M | -7.5% | +33.5% | -41.0% | -21.0% |
| YTD | -6.4% | +32.2% | -38.5% | -19.9% |
| 1Y | -17.3% | +48.9% | -66.2% | -33.7% |
| All | +107.3% | +223.9% | -116.6% | +4.9% |
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