+236.6%
SAP vs SPXL
+1,102.8%
-866.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +0.6% | +7.4% | -6.8% | -1.7% |
| 30D | +6.5% | -7.8% | +14.4% | +8.6% |
| 3M | +12.2% | -11.9% | +24.2% | +15.8% |
| 6M | +46.1% | -1.7% | +47.8% | +44.3% |
| YTD | -1.6% | +20.8% | -22.4% | -9.7% |
| 1Y | -5.1% | +25.0% | -30.1% | -14.0% |
| 3Y | +68.4% | +226.1% | -157.8% | +6.4% |
| 5Y | +79.4% | +101.1% | -21.7% | +22.8% |
| All | +236.6% | +1,102.8% | -866.3% | +6.7% |
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