+60.6%
PYPL vs SPXL
+1,252.8%
-1,192.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | -1.1% | +9.6% | -10.7% | -5.1% |
| 30D | +3.8% | -9.8% | +13.6% | +7.6% |
| 3M | -1.3% | -9.1% | +7.8% | +1.9% |
| 6M | +29.0% | +1.1% | +27.9% | +25.9% |
| YTD | +0.7% | +22.3% | -21.6% | -10.5% |
| 1Y | -12.3% | +20.3% | -32.5% | -21.6% |
| 3Y | +7.6% | +229.0% | -221.4% | -42.2% |
| 5Y | -71.7% | +103.6% | -175.3% | -82.5% |
| 10Y | +47.1% | +1,127.6% | -1,080.5% | -64.3% |
| All | +60.6% | +1,252.8% | -1,192.2% | -62.2% |
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