+50.9%
SLB vs SPXL
+6,954.2%
-6,903.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.5% |
| 7D | -4.3% | -2.9% | -1.4% | -3.6% |
| 30D | +1.9% | -12.4% | +14.3% | +6.9% |
| 3M | -5.7% | -11.8% | +6.1% | -1.6% |
| 6M | -5.3% | -1.4% | -3.9% | -6.7% |
| YTD | +32.2% | +19.0% | +13.2% | +19.1% |
| 1Y | +38.5% | +18.0% | +20.5% | +24.9% |
| 3Y | +1.1% | +220.0% | -218.9% | -44.5% |
| 5Y | +70.3% | +102.6% | -32.3% | -0.6% |
| 10Y | -17.3% | +1,087.3% | -1,104.6% | -82.5% |
| All | +50.9% | +6,954.2% | -6,903.3% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling