+638.9%
O vs SPXL
+7,736.1%
-7,097.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -1.9% | -0.9% | -1.0% | -1.7% |
| 3M | +3.8% | +2.0% | +1.8% | +2.2% |
| 6M | -4.7% | +33.5% | -38.3% | -14.4% |
| YTD | +12.5% | +32.2% | -19.7% | +0.9% |
| 1Y | +10.8% | +48.9% | -38.1% | -4.9% |
| 3Y | +28.8% | +222.9% | -194.1% | -20.8% |
| 5Y | +13.2% | +140.7% | -127.5% | -30.8% |
| 10Y | +53.5% | +1,192.7% | -1,139.2% | -59.5% |
| All | +638.9% | +7,736.1% | -7,097.2% | -50.3% |
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