-48.8%
SE vs SPXL
+29.9%
-78.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.8% | -0.4% | +2.4% |
| 7D | +6.7% | -2.5% | +9.1% | +7.7% |
| 30D | -17.2% | -4.3% | -12.9% | -15.7% |
| 3M | -28.0% | -4.2% | -23.8% | -27.0% |
| 6M | -6.1% | +15.0% | -21.1% | -13.9% |
| YTD | -37.1% | +28.4% | -65.6% | -46.4% |
| 1Y | -48.8% | +30.3% | -79.1% | -56.9% |
| All | -48.8% | +29.9% | -78.6% | -56.9% |
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 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