+30.7%
O vs SPXL
+224.8%
-194.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -0.6% | +1.5% | -2.0% | -0.6% |
| 30D | -2.0% | -3.7% | +1.7% | -1.7% |
| 3M | +3.0% | +8.1% | -5.1% | +2.3% |
| 6M | -3.6% | +39.0% | -42.7% | -6.3% |
| YTD | +12.1% | +29.9% | -17.9% | +9.4% |
| 1Y | +8.9% | +46.6% | -37.7% | +5.0% |
| All | +30.7% | +224.8% | -194.1% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling