+1,258.4%
NET vs SPXL
+371.9%
+886.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -13.1% | +4.8% | -1.6% |
| 7D | -21.2% | -14.2% | -7.0% | -14.8% |
| 30D | -31.1% | -18.1% | -13.0% | -23.7% |
| 3M | -16.5% | -16.3% | -0.3% | -8.5% |
| 6M | 0.0% | -2.3% | +2.3% | +0.5% |
| YTD | +24.0% | +11.6% | +12.4% | +15.4% |
| 1Y | +7.0% | +12.3% | -5.3% | -0.8% |
| 3Y | +279.6% | +211.6% | +67.9% | +103.9% |
| 5Y | +24.0% | +84.3% | -60.4% | -19.1% |
| All | +1,258.4% | +371.9% | +886.5% | +556.4% |
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