-6.4%
SAP vs SPXL
+23.3%
-29.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | -0.5% |
| 7D | -2.5% | -3.8% | +1.3% | -2.1% |
| 30D | +7.5% | -8.8% | +16.3% | +8.9% |
| 3M | +11.6% | -7.4% | +19.0% | +12.7% |
| 6M | +37.6% | +1.8% | +35.9% | +35.8% |
| YTD | -2.0% | +23.6% | -25.5% | -8.6% |
| 1Y | -6.4% | +21.7% | -28.1% | -12.5% |
| All | -6.4% | +23.3% | -29.7% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling