-77.8%
SE vs SPXL
+108.4%
-186.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.9% | -7.5% | -6.0% |
| 7D | -7.7% | -3.8% | -4.0% | -6.2% |
| 30D | -22.8% | -8.8% | -14.0% | -19.1% |
| 3M | -43.7% | -7.4% | -36.3% | -41.8% |
| 6M | -12.8% | +1.8% | -14.6% | -16.2% |
| YTD | -42.0% | +23.6% | -65.6% | -51.2% |
| 1Y | -48.0% | +21.7% | -69.7% | -55.9% |
| 3Y | +62.7% | +232.4% | -169.7% | -38.8% |
| 5Y | -77.8% | +110.4% | -188.2% | -89.0% |
| All | -77.8% | +108.4% | -186.2% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling