-52.0%
ROKU vs SPXL
+141.8%
-193.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -1.1% |
| 7D | -0.4% | -2.5% | +2.1% | +1.3% |
| 30D | +2.1% | -4.2% | +6.3% | +4.9% |
| 3M | +29.5% | +8.1% | +21.4% | +20.7% |
| 6M | +53.8% | +35.6% | +18.2% | +21.3% |
| YTD | +42.8% | +28.8% | +14.0% | +16.4% |
| 1Y | +60.7% | +39.8% | +20.9% | +22.4% |
| 3Y | +83.9% | +221.4% | -137.5% | -26.6% |
| All | -52.0% | +141.8% | -193.8% | -78.9% |
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 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