+553.4%
SE vs SPXL
+666.4%
-113.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.8% | -2.5% |
| 7D | -5.2% | -2.5% | -2.7% | -4.0% |
| 30D | -17.1% | -4.2% | -12.8% | -15.4% |
| 3M | +24.0% | +8.1% | +15.9% | +18.3% |
| 6M | +21.0% | +35.6% | -14.6% | +2.5% |
| YTD | -16.7% | +28.8% | -45.5% | -27.8% |
| 1Y | -45.9% | +39.8% | -85.8% | -55.3% |
| 3Y | +177.8% | +221.4% | -43.6% | +41.9% |
| 5Y | -67.4% | +146.9% | -214.3% | -81.4% |
| All | +553.4% | +666.4% | -113.0% | +100.1% |
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