+1,527.5%
META vs SPXL
+5,453.3%
-3,925.8%
-76.7%
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 | +6.7% | +0.1% | +6.7% | +6.7% |
| 30D | +4.8% | -0.9% | +5.6% | +5.1% |
| 3M | -1.6% | +2.0% | -3.7% | -2.9% |
| 6M | -7.5% | +33.5% | -41.0% | -18.9% |
| YTD | -6.4% | +32.2% | -38.5% | -17.8% |
| 1Y | -17.3% | +48.9% | -66.2% | -31.3% |
| 3Y | +109.9% | +222.9% | -112.9% | +21.0% |
| 5Y | +65.4% | +140.7% | -75.4% | +2.7% |
| 10Y | +391.8% | +1,192.7% | -800.8% | +40.7% |
| All | +1,527.5% | +5,453.3% | -3,925.8% | +239.5% |
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