-53.7%
SMR vs SPXL
+155.3%
-209.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.5% |
| 7D | -8.3% | +7.4% | -15.7% | -12.3% |
| 30D | -20.1% | -7.8% | -12.2% | -15.6% |
| 3M | -52.7% | -11.9% | -40.8% | -48.5% |
| 6M | -61.0% | -1.7% | -59.3% | -59.8% |
| YTD | -67.1% | +20.8% | -87.9% | -69.4% |
| 1Y | -79.9% | +25.0% | -104.9% | -81.5% |
| 3Y | +101.7% | +226.1% | -124.4% | +36.7% |
| All | -53.7% | +155.3% | -209.0% | -70.6% |
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 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