+337.2%
RF vs SPXL
+7,736.1%
-7,398.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.6% |
| 7D | +1.3% | +0.1% | +1.3% | +1.3% |
| 30D | -3.6% | -0.9% | -2.7% | -3.3% |
| 3M | +8.1% | +2.0% | +6.1% | +5.3% |
| 6M | +11.5% | +33.5% | -22.0% | -7.2% |
| YTD | +15.6% | +32.2% | -16.6% | -3.7% |
| 1Y | +15.7% | +48.9% | -33.2% | -10.6% |
| 3Y | +86.9% | +222.9% | -136.0% | -14.4% |
| 5Y | +89.8% | +140.7% | -50.9% | -12.3% |
| 10Y | +344.7% | +1,192.7% | -848.0% | -48.5% |
| All | +337.2% | +7,736.1% | -7,398.9% | -92.1% |
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