+73.9%
SLB vs SPXL
+7,736.1%
-7,662.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | +0.8% | +0.1% | +0.8% | +0.8% |
| 30D | +15.8% | -0.9% | +16.7% | +16.1% |
| 3M | -0.3% | +2.0% | -2.4% | -2.2% |
| 6M | +21.3% | +33.5% | -12.2% | +5.5% |
| YTD | +52.3% | +32.2% | +20.2% | +32.6% |
| 1Y | +63.6% | +48.9% | +14.7% | +34.4% |
| 3Y | +3.8% | +222.9% | -219.1% | -43.1% |
| 5Y | +128.6% | +140.7% | -12.1% | +24.5% |
| 10Y | -3.1% | +1,192.7% | -1,195.7% | -80.1% |
| All | +73.9% | +7,736.1% | -7,662.2% | -90.0% |
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