+229.3%
SAP vs SPXL
+1,146.6%
-917.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | -1.1% |
| 7D | -2.5% | -3.8% | +1.3% | -1.8% |
| 30D | +7.5% | -8.8% | +16.3% | +9.9% |
| 3M | +11.6% | -7.4% | +19.0% | +13.4% |
| 6M | +37.6% | +1.8% | +35.9% | +34.5% |
| YTD | -2.0% | +23.6% | -25.5% | -10.6% |
| 1Y | -6.4% | +21.7% | -28.1% | -14.4% |
| 3Y | +67.7% | +232.4% | -164.7% | +5.3% |
| 5Y | +75.7% | +110.4% | -34.7% | +18.5% |
| 10Y | +229.3% | +1,140.4% | -911.0% | +3.2% |
| All | +229.3% | +1,146.6% | -917.2% | +3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling