+1,817.6%
SMH vs SPXL
+1,271.9%
+545.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -1.0% | +0.3% |
| 7D | +0.3% | -2.5% | +2.8% | +1.5% |
| 30D | -2.8% | -4.2% | +1.4% | -0.7% |
| 3M | -6.7% | +8.1% | -14.8% | -10.1% |
| 6M | +41.8% | +35.6% | +6.2% | +22.3% |
| YTD | +57.9% | +28.8% | +29.1% | +39.7% |
| 1Y | +87.6% | +39.8% | +47.8% | +59.5% |
| 3Y | +282.9% | +221.4% | +61.6% | +113.7% |
| 5Y | +330.4% | +146.9% | +183.5% | +153.3% |
| All | +1,817.6% | +1,271.9% | +545.7% | +355.5% |
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