+50.9%
O vs SPXL
+1,239.4%
-1,188.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | -3.5% | -6.0% | +2.5% | -2.1% |
| 30D | -3.3% | -5.8% | +2.5% | -2.0% |
| 3M | -2.8% | +10.9% | -13.7% | -5.7% |
| 6M | -5.8% | +31.9% | -37.7% | -12.9% |
| YTD | +9.4% | +25.8% | -16.4% | +1.9% |
| 1Y | +5.7% | +39.8% | -34.1% | -4.6% |
| 3Y | +27.2% | +219.9% | -192.6% | -13.2% |
| 5Y | +17.2% | +141.1% | -123.9% | -20.2% |
| All | +50.9% | +1,239.4% | -1,188.5% | -43.9% |
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