+99.8%
SLV vs SPXL
+108.4%
-8.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | -0.4% |
| 7D | -1.1% | -3.8% | +2.7% | -0.6% |
| 30D | -14.2% | -8.8% | -5.4% | -12.7% |
| 3M | -20.3% | -7.4% | -12.9% | -19.2% |
| 6M | -40.2% | +1.8% | -42.0% | -40.4% |
| YTD | -27.6% | +23.6% | -51.2% | -30.2% |
| 1Y | +0.4% | +21.7% | -21.3% | -3.0% |
| 3Y | +129.4% | +232.4% | -103.1% | +89.2% |
| 5Y | +99.8% | +110.4% | -10.6% | +60.8% |
| All | +99.8% | +108.4% | -8.7% | +60.8% |
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