+63.3%
PYPL vs SPXL
+1,236.2%
-1,173.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | +0.1% | +7.4% | -7.4% | -3.2% |
| 30D | +5.7% | -7.8% | +13.5% | +8.6% |
| 3M | -1.9% | -11.9% | +10.0% | +2.7% |
| 6M | +31.8% | -1.7% | +33.6% | +30.2% |
| YTD | +2.4% | +20.8% | -18.4% | -8.5% |
| 1Y | -8.2% | +25.0% | -33.2% | -19.4% |
| 3Y | +10.2% | +226.1% | -215.9% | -40.6% |
| 5Y | -71.2% | +101.1% | -172.3% | -82.1% |
| 10Y | +49.6% | +1,112.6% | -1,063.0% | -63.5% |
| All | +63.3% | +1,236.2% | -1,173.0% | -61.4% |
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