-78.7%
SNAP vs SPXL
+801.5%
-880.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.7% |
| 7D | +2.6% | +9.6% | -7.0% | -2.2% |
| 30D | -19.6% | -9.8% | -9.8% | -14.9% |
| 3M | +0.4% | -9.1% | +9.4% | +5.7% |
| 6M | -5.9% | +1.1% | -7.1% | -6.4% |
| YTD | -35.3% | +22.3% | -57.6% | -41.3% |
| 1Y | -42.6% | +20.3% | -62.8% | -47.6% |
| 3Y | -53.9% | +229.0% | -282.9% | -75.3% |
| 5Y | -90.3% | +103.6% | -193.9% | -93.7% |
| All | -78.7% | +801.5% | -880.1% | -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