+196.3%
SE vs SPXL
+231.8%
-35.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.9% |
| 7D | +0.6% | +1.5% | -0.9% | -0.1% |
| 30D | -0.1% | -3.7% | +3.6% | +1.5% |
| 3M | +34.1% | +8.1% | +26.0% | +28.5% |
| 6M | +23.2% | +39.0% | -15.8% | +4.4% |
| YTD | -11.2% | +29.9% | -41.1% | -22.5% |
| 1Y | -40.5% | +46.6% | -87.1% | -51.1% |
| 3Y | +196.3% | +230.5% | -34.2% | +73.1% |
| All | +196.3% | +231.8% | -35.5% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling