-55.1%
SNAP vs SPXL
+227.9%
-282.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.0% | -5.2% | -2.7% |
| 7D | -7.3% | -0.9% | -6.5% | -6.5% |
| 30D | -18.9% | -11.4% | -7.5% | -12.2% |
| 3M | -5.3% | -10.8% | +5.6% | +2.0% |
| 6M | -16.9% | -0.3% | -16.7% | -16.9% |
| YTD | -37.4% | +20.3% | -57.7% | -44.3% |
| 1Y | -38.5% | +24.7% | -63.2% | -46.6% |
| 3Y | -55.1% | +238.6% | -293.6% | -81.1% |
| All | -55.1% | +227.9% | -282.9% | -81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling