+363.5%
SE vs SPXL
+618.9%
-255.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.7% |
| 7D | -0.5% | +7.4% | -7.9% | -4.2% |
| 30D | -20.9% | -7.8% | -13.1% | -18.2% |
| 3M | -38.9% | -11.9% | -27.0% | -35.5% |
| 6M | -19.4% | -1.7% | -17.7% | -20.3% |
| YTD | -40.9% | +20.8% | -61.7% | -47.6% |
| 1Y | -46.2% | +25.0% | -71.2% | -53.2% |
| 3Y | +63.7% | +226.1% | -162.4% | -17.7% |
| 5Y | -77.9% | +101.1% | -179.0% | -86.4% |
| All | +363.5% | +618.9% | -255.4% | +45.2% |
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