+261.5%
RF vs SPXL
+1,179.5%
-918.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.0% | -4.8% | -0.7% |
| 7D | -0.1% | -0.9% | +0.7% | -0.3% |
| 30D | +7.0% | -11.4% | +18.4% | +11.7% |
| 3M | -7.0% | -10.8% | +3.8% | -3.5% |
| 6M | +6.8% | -0.3% | +7.1% | +4.6% |
| YTD | +9.9% | +20.3% | -10.4% | -1.6% |
| 1Y | +21.1% | +24.7% | -3.6% | +6.5% |
| 3Y | +119.6% | +238.6% | -118.9% | +17.5% |
| 5Y | +46.2% | +100.0% | -53.8% | -10.7% |
| 10Y | +261.5% | +1,108.4% | -846.9% | -24.0% |
| All | +261.5% | +1,179.5% | -918.0% | -24.0% |
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