-89.0%
OPEN vs SPXL
+556.1%
-645.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.6% |
| 7D | -15.0% | +7.4% | -22.4% | -20.2% |
| 30D | -40.2% | -7.8% | -32.4% | -36.2% |
| 3M | -67.4% | -11.9% | -55.5% | -63.8% |
| 6M | -74.0% | -1.7% | -72.3% | -73.7% |
| YTD | -79.6% | +20.8% | -100.4% | -82.8% |
| 1Y | -86.1% | +25.0% | -111.1% | -88.6% |
| 3Y | -41.4% | +226.1% | -267.5% | -80.3% |
| 5Y | -94.9% | +101.1% | -196.0% | -97.6% |
| All | -89.0% | +556.1% | -645.1% | -96.8% |
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 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