+555.8%
ROKU vs SPXL
+710.4%
-154.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.8% |
| 7D | -2.6% | -6.0% | +3.3% | +0.5% |
| 30D | +2.1% | -5.8% | +7.9% | +5.2% |
| 3M | +31.8% | +10.9% | +20.9% | +23.5% |
| 6M | +53.3% | +31.9% | +21.4% | +30.6% |
| YTD | +42.1% | +25.8% | +16.3% | +23.9% |
| 1Y | +62.3% | +39.8% | +22.6% | +33.3% |
| 3Y | +84.6% | +219.9% | -135.2% | -1.7% |
| 5Y | -53.1% | +141.1% | -194.1% | -72.3% |
| All | +555.8% | +710.4% | -154.5% | +177.1% |
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