-14.8%
PYPL vs SPXL
+220.2%
-235.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.3% |
| 7D | -4.3% | -1.3% | -3.0% | -3.8% |
| 30D | -11.5% | -5.0% | -6.5% | -9.6% |
| 3M | +26.1% | +7.6% | +18.6% | +21.5% |
| 6M | +13.7% | +33.6% | -19.9% | -0.9% |
| YTD | -9.8% | +28.1% | -37.9% | -20.0% |
| 1Y | -22.1% | +43.6% | -65.7% | -34.3% |
| All | -14.8% | +220.2% | -235.0% | -55.6% |
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 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