+56.8%
SAP vs SPXL
+140.3%
-83.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.2% |
| 7D | -0.3% | +1.5% | -1.7% | -0.7% |
| 30D | +2.6% | -3.7% | +6.3% | +3.8% |
| 3M | +16.3% | +8.1% | +8.1% | +12.7% |
| 6M | +6.4% | +39.0% | -32.7% | -5.7% |
| YTD | -11.4% | +29.9% | -41.4% | -19.8% |
| 1Y | -20.4% | +46.6% | -67.0% | -31.1% |
| 3Y | +56.5% | +230.5% | -174.0% | -1.9% |
| 5Y | +56.8% | +140.2% | -83.4% | -0.3% |
| All | +56.8% | +140.3% | -83.5% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling