+1.5%
SMR vs SPXL
+165.7%
-164.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.7% | -4.4% |
| 7D | +4.7% | -6.0% | +10.7% | +8.7% |
| 30D | +3.2% | -5.8% | +9.0% | +7.3% |
| 3M | +9.9% | +10.9% | -0.9% | +3.9% |
| 6M | -15.1% | +31.9% | -47.0% | -26.1% |
| YTD | -27.9% | +25.8% | -53.7% | -35.0% |
| 1Y | -70.2% | +39.8% | -110.0% | -74.2% |
| 3Y | +72.5% | +219.9% | -147.4% | +15.0% |
| All | +1.5% | +165.7% | -164.2% | -37.4% |
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