-79.6%
SNAP vs SPXL
+776.8%
-856.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | -10.6% | -2.9% | -7.7% | -9.0% |
| 30D | -19.7% | -12.4% | -7.4% | -13.9% |
| 3M | -6.5% | -11.8% | +5.2% | -0.2% |
| 6M | -17.8% | -1.4% | -16.4% | -17.1% |
| YTD | -38.0% | +19.0% | -57.0% | -43.0% |
| 1Y | -42.5% | +18.0% | -60.4% | -47.0% |
| 3Y | -55.8% | +220.0% | -275.8% | -76.0% |
| 5Y | -90.5% | +102.6% | -193.1% | -93.9% |
| All | -79.6% | +776.8% | -856.4% | -93.5% |
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 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