+93.8%
SNOW vs SPXL
+214.3%
-120.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.4% |
| 7D | -7.5% | -6.0% | -1.5% | -4.5% |
| 30D | -1.3% | -5.8% | +4.5% | +2.0% |
| 3M | +37.4% | +10.9% | +26.6% | +29.4% |
| 6M | +88.1% | +31.9% | +56.2% | +59.4% |
| YTD | +50.3% | +25.8% | +24.6% | +31.0% |
| 1Y | +46.0% | +39.8% | +6.2% | +19.6% |
| All | +93.8% | +214.3% | -120.6% | -5.9% |
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