-78.0%
PATH vs SPXL
+218.2%
-296.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.4% | -15.9% |
| 7D | -16.3% | +0.1% | -16.4% | -16.3% |
| 30D | +9.9% | -0.9% | +10.8% | +10.8% |
| 3M | +30.2% | +2.0% | +28.1% | +27.6% |
| 6M | +37.2% | +33.5% | +3.7% | +11.7% |
| YTD | -7.3% | +32.2% | -39.5% | -24.5% |
| 1Y | +40.0% | +48.9% | -8.9% | +5.8% |
| 3Y | -4.4% | +222.9% | -227.3% | -59.9% |
| 5Y | -76.0% | +140.7% | -216.7% | -88.9% |
| All | -78.0% | +218.2% | -296.2% | -90.2% |
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 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