+1,023.7%
NDAQ vs SPXL
+7,736.1%
-6,712.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +2.5% | -0.9% | +3.3% | +2.7% |
| 3M | +9.9% | +2.0% | +7.9% | +8.2% |
| 6M | +9.4% | +33.5% | -24.1% | -3.6% |
| YTD | +0.4% | +32.2% | -31.7% | -11.3% |
| 1Y | +4.0% | +48.9% | -44.9% | -12.8% |
| 3Y | +94.4% | +222.9% | -128.5% | +13.1% |
| 5Y | +56.7% | +140.7% | -84.0% | -7.9% |
| 10Y | +375.3% | +1,192.7% | -817.4% | +4.1% |
| All | +1,023.7% | +7,736.1% | -6,712.4% | -39.0% |
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 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