+7.5%
SMR vs SPXL
+170.7%
-163.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.4% |
| 7D | +13.1% | -1.3% | +14.4% | +13.8% |
| 30D | +17.8% | -5.0% | +22.7% | +21.6% |
| 3M | +8.1% | +7.6% | +0.5% | +4.1% |
| 6M | -11.1% | +33.6% | -44.7% | -23.2% |
| YTD | -23.7% | +28.1% | -51.8% | -32.0% |
| 1Y | -69.4% | +43.6% | -113.0% | -73.9% |
| 3Y | +82.6% | +225.8% | -143.2% | +20.3% |
| All | +7.5% | +170.7% | -163.2% | -34.5% |
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