+253.5%
PH vs SPXL
+140.6%
+112.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | 0.0% |
| 7D | +0.4% | +1.5% | -1.1% | -0.2% |
| 30D | -10.8% | -3.7% | -7.1% | -9.6% |
| 3M | +8.5% | +8.1% | +0.3% | +4.5% |
| 6M | +3.9% | +39.0% | -35.1% | -10.3% |
| YTD | +9.4% | +29.9% | -20.5% | -3.3% |
| 1Y | +26.8% | +46.6% | -19.8% | +5.9% |
| 3Y | +140.8% | +230.5% | -89.7% | +40.2% |
| All | +253.5% | +140.6% | +112.9% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling