+488.5%
NDAQ vs SPXL
+1,102.8%
-614.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.2% |
| 7D | +1.3% | +7.4% | -6.2% | -1.0% |
| 30D | +18.0% | -7.8% | +25.8% | +20.2% |
| 3M | +11.5% | -11.9% | +23.5% | +15.0% |
| 6M | +21.1% | -1.7% | +22.8% | +20.0% |
| YTD | +12.8% | +20.8% | -8.0% | +4.2% |
| 1Y | +25.7% | +25.0% | +0.7% | +14.8% |
| 3Y | +116.8% | +226.1% | -109.3% | +39.9% |
| 5Y | +67.3% | +101.1% | -33.8% | +16.2% |
| All | +488.5% | +1,102.8% | -614.4% | +86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling