+4,201.3%
REGN vs SPXL
+7,537.4%
-3,336.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -2.2% |
| 7D | -5.6% | -2.5% | -3.0% | -4.9% |
| 30D | -2.0% | -4.2% | +2.3% | -0.7% |
| 3M | +28.0% | +8.1% | +19.8% | +24.3% |
| 6M | +1.2% | +35.6% | -34.5% | -9.1% |
| YTD | +1.6% | +28.8% | -27.2% | -7.5% |
| 1Y | +38.2% | +39.8% | -1.6% | +21.9% |
| 3Y | -5.4% | +221.4% | -226.7% | -39.4% |
| 5Y | +21.3% | +146.9% | -125.7% | -23.6% |
| 10Y | +105.2% | +1,255.8% | -1,150.6% | -46.4% |
| All | +4,201.3% | +7,537.4% | -3,336.1% | +315.9% |
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