-5.9%
SLB vs SPXL
+1,239.4%
-1,245.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.1% |
| 7D | -2.4% | -6.0% | +3.6% | -0.2% |
| 30D | +4.9% | -5.8% | +10.7% | +7.1% |
| 3M | +1.4% | +10.9% | -9.4% | -3.3% |
| 6M | +17.6% | +31.9% | -14.3% | +4.3% |
| YTD | +48.3% | +25.8% | +22.6% | +33.5% |
| 1Y | +58.7% | +39.8% | +18.9% | +36.3% |
| 3Y | +0.6% | +219.9% | -219.3% | -41.1% |
| 5Y | +133.6% | +141.1% | -7.5% | +36.1% |
| All | -5.9% | +1,239.4% | -1,245.3% | -74.8% |
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