-76.8%
PLUG vs SPXL
+212.3%
-289.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.7% | +7.0% |
| 7D | +5.8% | -8.7% | +14.6% | +11.7% |
| 30D | -18.5% | -16.9% | -1.6% | -8.9% |
| 3M | -30.0% | -15.2% | -14.8% | -22.6% |
| 6M | -56.2% | -5.5% | -50.7% | -54.6% |
| YTD | -26.4% | +12.4% | -38.8% | -31.5% |
| 1Y | -42.2% | +16.9% | -59.1% | -47.5% |
| 3Y | -76.8% | +211.8% | -288.7% | -85.5% |
| All | -76.8% | +212.3% | -289.1% | -85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling