+108.5%
RF vs SPXL
+212.3%
-103.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -0.9% | -8.7% | +7.8% | +1.7% |
| 30D | +6.0% | -16.9% | +22.9% | +12.1% |
| 3M | -8.9% | -15.2% | +6.3% | -4.5% |
| 6M | +2.3% | -5.5% | +7.9% | +2.5% |
| YTD | +7.6% | +12.4% | -4.9% | +0.3% |
| 1Y | +21.2% | +16.9% | +4.3% | +11.2% |
| 3Y | +108.5% | +211.8% | -103.3% | +13.9% |
| All | +108.5% | +212.3% | -103.7% | +13.9% |
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 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