+116.9%
RF vs SPXL
+232.1%
-115.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.1% |
| 7D | +0.4% | +9.6% | -9.2% | -2.7% |
| 30D | +5.6% | -9.8% | +15.3% | +8.5% |
| 3M | -8.9% | -9.1% | +0.2% | -6.7% |
| 6M | +7.1% | +1.1% | +6.0% | +4.9% |
| YTD | +8.3% | +22.3% | -14.0% | -1.8% |
| 1Y | +16.8% | +20.3% | -3.4% | +6.4% |
| All | +116.9% | +232.1% | -115.2% | +13.0% |
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 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