+2,941.1%
SHOP vs SPXL
+1,239.4%
+1,701.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.9% |
| 7D | -13.2% | -6.0% | -7.2% | -9.9% |
| 30D | -17.0% | -5.8% | -11.3% | -13.9% |
| 3M | +17.0% | +10.9% | +6.2% | +9.1% |
| 6M | -2.1% | +31.9% | -34.0% | -18.5% |
| YTD | -21.4% | +25.8% | -47.1% | -32.5% |
| 1Y | -11.0% | +39.8% | -50.7% | -27.9% |
| 3Y | +100.9% | +219.9% | -118.9% | +0.6% |
| 5Y | -14.7% | +141.1% | -155.8% | -50.6% |
| All | +2,941.1% | +1,239.4% | +1,701.7% | +541.7% |
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