+73.2%
SAP vs SPXL
+227.9%
-154.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.0% | -5.3% | -0.3% |
| 7D | +1.6% | -0.9% | +2.5% | +1.4% |
| 30D | +10.5% | -11.4% | +21.9% | +13.8% |
| 3M | +15.2% | -10.8% | +26.0% | +18.1% |
| 6M | +36.7% | -0.3% | +37.0% | +34.5% |
| YTD | -0.6% | +20.3% | -20.9% | -8.4% |
| 1Y | -4.1% | +24.7% | -28.9% | -12.9% |
| 3Y | +73.2% | +238.6% | -165.3% | +3.5% |
| All | +73.2% | +227.9% | -154.6% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling