-9.3%
SHOP vs SPXL
+140.3%
-149.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.7% | -5.9% | -6.3% |
| 7D | -4.1% | +1.5% | -5.5% | -5.1% |
| 30D | -11.5% | -3.7% | -7.9% | -8.7% |
| 3M | +21.1% | +8.1% | +12.9% | +12.1% |
| 6M | +3.0% | +39.0% | -36.0% | -23.1% |
| YTD | -16.7% | +29.9% | -46.6% | -34.3% |
| 1Y | -8.3% | +46.6% | -54.9% | -34.3% |
| 3Y | +112.8% | +230.5% | -117.7% | -25.1% |
| 5Y | -9.3% | +140.2% | -149.4% | -59.4% |
| All | -9.3% | +140.3% | -149.6% | -59.4% |
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