+358.3%
SE vs SPXL
+627.8%
-269.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.2% |
| 7D | -1.5% | +9.6% | -11.0% | -6.0% |
| 30D | -22.3% | -9.8% | -12.6% | -18.8% |
| 3M | -41.8% | -9.1% | -32.8% | -39.6% |
| 6M | -22.4% | +1.1% | -23.5% | -24.3% |
| YTD | -41.6% | +22.3% | -63.9% | -48.5% |
| 1Y | -48.0% | +20.3% | -68.3% | -53.9% |
| 3Y | +63.9% | +229.0% | -165.1% | -17.9% |
| 5Y | -78.2% | +103.6% | -181.8% | -86.6% |
| All | +358.3% | +627.8% | -269.5% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling