-77.7%
SNAP vs SPXL
+874.0%
-951.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.4% |
| 7D | +0.7% | +0.1% | +0.7% | +0.8% |
| 30D | +2.6% | -0.9% | +3.5% | +3.1% |
| 3M | -9.9% | +2.0% | -11.9% | -10.8% |
| 6M | +1.9% | +33.5% | -31.7% | -12.0% |
| YTD | -32.2% | +32.2% | -64.4% | -41.0% |
| 1Y | -22.8% | +48.9% | -71.7% | -37.1% |
| 3Y | -47.6% | +222.9% | -270.5% | -71.9% |
| 5Y | -92.7% | +140.7% | -233.4% | -95.6% |
| All | -77.7% | +874.0% | -951.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling