+39.0%
PYPL vs SPXL
+1,239.4%
-1,200.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +3.0% |
| 7D | -5.9% | -6.0% | +0.1% | -3.3% |
| 30D | -9.4% | -5.8% | -3.6% | -7.0% |
| 3M | +31.3% | +10.9% | +20.5% | +24.4% |
| 6M | +19.1% | +31.9% | -12.8% | +3.3% |
| YTD | -7.9% | +25.8% | -33.6% | -18.4% |
| 1Y | -17.9% | +39.8% | -57.6% | -30.9% |
| 3Y | -11.6% | +219.9% | -231.5% | -51.9% |
| 5Y | -81.0% | +141.1% | -222.1% | -89.1% |
| All | +39.0% | +1,239.4% | -1,200.3% | -64.8% |
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