+216.5%
SLV vs SPXL
+1,239.4%
-1,022.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.5% | -5.0% |
| 7D | -5.0% | -6.0% | +1.0% | -4.2% |
| 30D | -1.8% | -5.8% | +4.0% | -0.9% |
| 3M | -0.3% | +10.9% | -11.1% | -1.7% |
| 6M | -28.2% | +31.9% | -60.1% | -30.8% |
| YTD | -10.7% | +25.8% | -36.5% | -13.3% |
| 1Y | +53.7% | +39.8% | +13.9% | +47.2% |
| 3Y | +173.7% | +219.9% | -46.2% | +133.1% |
| 5Y | +161.5% | +141.1% | +20.4% | +121.4% |
| All | +216.5% | +1,239.4% | -1,022.9% | +119.4% |
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