+688.5%
SAP vs SPXL
+7,736.1%
-7,047.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +9.0% | -0.9% | +9.9% | +9.3% |
| 3M | +14.9% | +2.0% | +12.9% | +13.3% |
| 6M | +11.9% | +33.5% | -21.6% | +0.2% |
| YTD | -9.9% | +32.2% | -42.1% | -19.1% |
| 1Y | -19.5% | +48.9% | -68.4% | -30.9% |
| 3Y | +61.8% | +222.9% | -161.0% | +2.1% |
| 5Y | +56.2% | +140.7% | -84.5% | +0.6% |
| 10Y | +180.6% | +1,192.7% | -1,012.0% | -14.1% |
| All | +688.5% | +7,736.1% | -7,047.6% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling