-6.4%
SBUX vs SPXL
+132.3%
-138.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -6.2% | -6.0% | -0.2% | -4.3% |
| 30D | -6.4% | -5.8% | -0.7% | -4.7% |
| 3M | +1.0% | +10.9% | -9.8% | -3.0% |
| 6M | -0.4% | +31.9% | -32.3% | -10.6% |
| YTD | +20.0% | +25.8% | -5.8% | +9.1% |
| 1Y | +22.8% | +39.8% | -17.0% | +7.1% |
| 3Y | +12.3% | +219.9% | -207.6% | -30.4% |
| 5Y | -6.4% | +141.1% | -147.5% | -40.4% |
| All | -6.4% | +132.3% | -138.7% | -40.4% |
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 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