-84.2%
OPEN vs SPXL
+137.2%
-221.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.0% |
| 7D | -2.9% | -1.3% | -1.6% | -1.8% |
| 30D | -13.8% | -5.0% | -8.8% | -9.5% |
| 3M | -30.9% | +7.6% | -38.5% | -35.4% |
| 6M | -40.9% | +33.6% | -74.5% | -55.1% |
| YTD | -48.5% | +28.1% | -76.6% | -59.4% |
| 1Y | -50.9% | +43.6% | -94.5% | -64.4% |
| 3Y | -20.6% | +225.8% | -246.5% | -76.4% |
| 5Y | -84.2% | +140.1% | -224.2% | -93.6% |
| All | -84.2% | +137.2% | -221.4% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling