+376.3%
PSX vs SPXL
+1,239.4%
-863.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.3% |
| 7D | +1.5% | -6.0% | +7.5% | +3.6% |
| 30D | +15.8% | -5.8% | +21.6% | +18.0% |
| 3M | +43.0% | +10.9% | +32.2% | +36.8% |
| 6M | +61.1% | +31.9% | +29.2% | +43.0% |
| YTD | +104.5% | +25.8% | +78.8% | +83.7% |
| 1Y | +102.5% | +39.8% | +62.8% | +74.1% |
| 3Y | +133.5% | +219.9% | -86.4% | +41.8% |
| 5Y | +367.0% | +141.1% | +225.9% | +181.4% |
| All | +376.3% | +1,239.4% | -863.0% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling