+156.2%
PSX vs SPXL
+228.0%
-71.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +7.8% | +7.4% | +0.4% | +6.2% |
| 30D | -10.9% | -7.8% | -3.1% | -9.6% |
| 3M | +14.5% | -11.9% | +26.4% | +17.0% |
| 6M | +56.1% | -1.7% | +57.8% | +54.3% |
| YTD | +109.6% | +20.8% | +88.8% | +94.4% |
| 1Y | +95.5% | +25.0% | +70.5% | +79.0% |
| 3Y | +156.2% | +226.1% | -69.9% | +77.1% |
| All | +156.2% | +228.0% | -71.8% | +77.1% |
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 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