+6,735.0%
SMH vs SPXL
+7,605.2%
-870.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.9% |
| 7D | +5.2% | +1.5% | +3.8% | +4.5% |
| 30D | -1.5% | -3.7% | +2.1% | +0.1% |
| 3M | -4.1% | +8.1% | -12.2% | -7.1% |
| 6M | +50.8% | +39.0% | +11.7% | +31.0% |
| YTD | +59.3% | +29.9% | +29.4% | +42.6% |
| 1Y | +94.1% | +46.6% | +47.5% | +64.9% |
| 3Y | +286.7% | +230.5% | +56.2% | +128.3% |
| 5Y | +339.4% | +140.2% | +199.3% | +180.0% |
| 10Y | +1,803.3% | +1,168.8% | +634.5% | +437.8% |
| All | +6,735.0% | +7,605.2% | -870.2% | +613.9% |
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