+1,112.1%
PSX vs SPXL
+4,737.0%
-3,624.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +4.5% | +0.1% | +4.5% | +4.5% |
| 30D | +26.6% | -0.9% | +27.5% | +26.8% |
| 3M | +39.3% | +2.0% | +37.2% | +36.7% |
| 6M | +56.8% | +33.5% | +23.3% | +37.8% |
| YTD | +101.8% | +32.2% | +69.7% | +77.2% |
| 1Y | +99.6% | +48.9% | +50.7% | +66.5% |
| 3Y | +140.3% | +222.9% | -82.5% | +42.1% |
| 5Y | +339.3% | +140.7% | +198.6% | +158.6% |
| 10Y | +369.9% | +1,192.7% | -822.8% | +12.9% |
| All | +1,112.1% | +4,737.0% | -3,624.9% | +44.6% |
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