-81.1%
PATH vs SPXL
+168.9%
-250.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -13.1% | +9.4% | +4.2% |
| 7D | -5.6% | -14.2% | +8.7% | +2.8% |
| 30D | -0.7% | -18.1% | +17.4% | +11.2% |
| 3M | -5.9% | -16.3% | +10.4% | +4.0% |
| 6M | +21.6% | -2.3% | +23.9% | +20.4% |
| YTD | -20.6% | +11.6% | -32.3% | -29.1% |
| 1Y | -10.6% | +12.3% | -22.8% | -20.7% |
| 3Y | -24.9% | +211.6% | -236.5% | -68.4% |
| 5Y | -76.8% | +84.3% | -161.1% | -87.8% |
| All | -81.1% | +168.9% | -250.0% | -90.8% |
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 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