+3,781.0%
SHOP vs SPXL
+1,102.8%
+2,678.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.9% |
| 7D | -1.2% | +7.4% | -8.7% | -5.5% |
| 30D | -14.7% | -7.8% | -6.9% | -10.9% |
| 3M | -7.2% | -11.9% | +4.7% | -0.3% |
| 6M | +54.2% | -1.7% | +55.9% | +53.5% |
| YTD | -8.6% | +20.8% | -29.4% | -20.1% |
| 1Y | +0.5% | +25.0% | -24.5% | -13.9% |
| 3Y | +135.9% | +226.1% | -90.2% | +15.8% |
| 5Y | -11.9% | +101.1% | -113.0% | -44.7% |
| All | +3,781.0% | +1,102.8% | +2,678.2% | +676.8% |
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