+660.4%
PAYX vs SPXL
+7,356.5%
-6,696.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | -7.9% | -6.0% | -1.9% | -6.1% |
| 30D | -5.0% | -5.8% | +0.7% | -3.3% |
| 3M | +15.1% | +10.9% | +4.3% | +10.6% |
| 6M | +23.9% | +31.9% | -8.0% | +11.6% |
| YTD | +6.2% | +25.8% | -19.6% | -3.3% |
| 1Y | -9.6% | +39.8% | -49.4% | -20.9% |
| 3Y | +5.8% | +219.9% | -214.0% | -33.3% |
| 5Y | +22.0% | +141.1% | -119.1% | -21.8% |
| 10Y | +165.1% | +1,223.7% | -1,058.6% | -14.2% |
| All | +660.4% | +7,356.5% | -6,696.1% | +10.2% |
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