-77.8%
SNAP vs SPXL
+857.8%
-935.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | +0.1% |
| 7D | +1.5% | +1.5% | 0.0% | +0.8% |
| 30D | +1.9% | -3.7% | +5.6% | +3.8% |
| 3M | -3.9% | +8.1% | -12.0% | -7.6% |
| 6M | +5.2% | +39.0% | -33.8% | -10.9% |
| YTD | -32.7% | +29.9% | -62.7% | -41.0% |
| 1Y | -24.8% | +46.6% | -71.4% | -38.2% |
| 3Y | -42.2% | +230.5% | -272.7% | -69.3% |
| 5Y | -92.7% | +140.2% | -232.8% | -95.6% |
| All | -77.8% | +857.8% | -935.6% | -93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling