+139.2%
SLB vs SPXL
+140.3%
-1.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | +0.4% | +1.5% | -1.0% | 0.0% |
| 30D | +13.6% | -3.7% | +17.3% | +14.7% |
| 3M | +1.5% | +8.1% | -6.6% | -1.3% |
| 6M | +23.0% | +39.0% | -16.0% | +11.0% |
| YTD | +51.2% | +29.9% | +21.3% | +38.8% |
| 1Y | +63.5% | +46.6% | +16.9% | +44.5% |
| 3Y | +2.5% | +230.5% | -228.0% | -29.6% |
| 5Y | +139.2% | +140.2% | -1.0% | +65.6% |
| All | +139.2% | +140.3% | -1.1% | +65.6% |
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