+135.5%
SHOP vs SPXL
+232.1%
-96.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -0.9% |
| 7D | +2.1% | +9.6% | -7.4% | -4.3% |
| 30D | -16.8% | -9.8% | -7.1% | -11.2% |
| 3M | -2.4% | -9.1% | +6.6% | +3.9% |
| 6M | +47.0% | +1.1% | +45.9% | +42.8% |
| YTD | -8.8% | +22.3% | -31.1% | -23.8% |
| 1Y | -6.3% | +20.3% | -26.5% | -20.7% |
| All | +135.5% | +232.1% | -96.6% | -4.0% |
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 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