-81.0%
PATH vs SPXL
+197.6%
-278.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.5% | +0.1% |
| 7D | -2.7% | -3.8% | +1.0% | -1.3% |
| 30D | -1.4% | -8.8% | +7.5% | +3.3% |
| 3M | -16.4% | -7.4% | -9.0% | -13.3% |
| 6M | +23.3% | +1.8% | +21.5% | +19.2% |
| YTD | -19.8% | +23.6% | -43.4% | -32.8% |
| 1Y | -8.6% | +21.7% | -30.3% | -22.8% |
| 3Y | -24.0% | +232.4% | -256.5% | -69.3% |
| 5Y | -77.1% | +110.4% | -187.5% | -88.8% |
| All | -81.0% | +197.6% | -278.6% | -91.2% |
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