+82.6%
SMR vs SPXL
+220.2%
-137.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -1.8% |
| 7D | +13.1% | -1.3% | +14.4% | +14.3% |
| 30D | +17.8% | -5.0% | +22.7% | +24.1% |
| 3M | +8.1% | +7.6% | +0.5% | +0.7% |
| 6M | -11.1% | +33.6% | -44.7% | -31.7% |
| YTD | -23.7% | +28.1% | -51.8% | -38.3% |
| 1Y | -69.4% | +43.6% | -113.0% | -77.3% |
| All | +82.6% | +220.2% | -137.6% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling