+66.2%
NDAQ vs SPXL
+99.3%
-33.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.2% |
| 7D | +1.3% | +7.4% | -6.2% | -0.8% |
| 30D | +18.0% | -7.8% | +25.8% | +20.0% |
| 3M | +11.5% | -11.9% | +23.5% | +14.8% |
| 6M | +21.1% | -1.7% | +22.8% | +20.1% |
| YTD | +12.8% | +20.8% | -8.0% | +4.8% |
| 1Y | +25.7% | +25.0% | +0.7% | +15.5% |
| 3Y | +116.8% | +226.1% | -109.3% | +44.0% |
| All | +66.2% | +99.3% | -33.1% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling