+3.2%
SLB vs SPXL
+227.9%
-224.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.0% | -6.1% | -1.3% |
| 7D | -3.7% | -0.9% | -2.8% | -3.8% |
| 30D | +2.9% | -11.4% | +14.3% | +6.4% |
| 3M | +0.2% | -10.8% | +11.0% | +3.2% |
| 6M | -4.4% | -0.3% | -4.2% | -5.7% |
| YTD | +33.4% | +20.3% | +13.1% | +22.9% |
| 1Y | +40.8% | +24.7% | +16.1% | +27.8% |
| 3Y | +3.2% | +238.6% | -235.4% | -33.1% |
| All | +3.2% | +227.9% | -224.7% | -33.1% |
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