+179.0%
SAP vs SPXL
+1,177.5%
-998.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | -0.3% | -1.3% | +1.0% | +0.2% |
| 30D | +0.3% | -5.0% | +5.3% | +1.9% |
| 3M | +16.9% | +7.6% | +9.3% | +13.4% |
| 6M | +6.3% | +33.6% | -27.3% | -4.4% |
| YTD | -12.4% | +28.1% | -40.5% | -20.4% |
| 1Y | -21.6% | +43.6% | -65.3% | -31.7% |
| 3Y | +54.8% | +225.8% | -171.1% | -1.7% |
| 5Y | +56.2% | +140.1% | -83.9% | +1.6% |
| 10Y | +179.0% | +1,248.4% | -1,069.3% | -12.4% |
| All | +179.0% | +1,177.5% | -998.5% | -12.4% |
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