+90.1%
RF vs SPXL
+141.4%
-51.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | +1.3% | +0.1% | +1.3% | +1.3% |
| 30D | -3.6% | -0.9% | -2.7% | -3.4% |
| 3M | +8.1% | +2.0% | +6.1% | +6.4% |
| 6M | +11.5% | +33.5% | -22.0% | -1.2% |
| YTD | +15.6% | +32.2% | -16.6% | +2.6% |
| 1Y | +15.7% | +48.9% | -33.2% | -2.3% |
| 3Y | +86.9% | +222.9% | -136.0% | +13.0% |
| All | +90.1% | +141.4% | -51.3% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling