-80.8%
PATH vs SPXL
+190.9%
-271.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +2.0% |
| 7D | +2.1% | +7.4% | -5.4% | -2.5% |
| 30D | +1.6% | -7.8% | +9.4% | +5.7% |
| 3M | -20.4% | -11.9% | -8.5% | -15.0% |
| 6M | +40.1% | -1.7% | +41.9% | +38.5% |
| YTD | -19.0% | +20.8% | -39.8% | -31.2% |
| 1Y | -5.8% | +25.0% | -30.8% | -21.8% |
| 3Y | -22.9% | +226.1% | -249.1% | -68.5% |
| 5Y | -75.3% | +101.1% | -176.4% | -87.7% |
| All | -80.8% | +190.9% | -271.7% | -91.0% |
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