-73.1%
SMR vs SPXL
+52.0%
-125.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +1.2% |
| 7D | +4.4% | +0.1% | +4.4% | +4.2% |
| 30D | +3.4% | -0.9% | +4.3% | +4.9% |
| 3M | -19.2% | +2.0% | -21.2% | -20.8% |
| 6M | -22.6% | +33.5% | -56.2% | -45.7% |
| YTD | -31.5% | +32.2% | -63.7% | -51.4% |
| 1Y | -73.1% | +48.9% | -122.0% | -86.1% |
| All | -73.1% | +52.0% | -125.1% | -86.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling