-91.0%
SNAP vs SPXL
+84.6%
-175.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.0% |
| 7D | -7.1% | -8.7% | +1.6% | -0.8% |
| 30D | -14.6% | -16.9% | +2.3% | -2.8% |
| 3M | -5.0% | -15.2% | +10.2% | +6.5% |
| 6M | -18.8% | -5.5% | -13.3% | -15.8% |
| YTD | -38.5% | +12.4% | -51.0% | -43.3% |
| 1Y | -38.1% | +16.9% | -55.0% | -44.5% |
| 3Y | -53.8% | +211.8% | -265.6% | -80.9% |
| All | -91.0% | +84.6% | -175.6% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling