-48.0%
SE vs SPXL
+19.5%
-67.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | -1.5% | +9.6% | -11.0% | -5.4% |
| 30D | -22.3% | -9.8% | -12.6% | -19.3% |
| 3M | -41.8% | -9.1% | -32.8% | -39.8% |
| 6M | -22.4% | +1.1% | -23.5% | -24.2% |
| YTD | -41.6% | +22.3% | -63.9% | -49.2% |
| 1Y | -48.0% | +20.3% | -68.3% | -54.6% |
| All | -48.0% | +19.5% | -67.5% | -54.6% |
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