+3.5%
SNOW vs SPXL
+132.3%
-128.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.6% |
| 7D | -7.5% | -6.0% | -1.5% | -4.0% |
| 30D | -1.3% | -5.8% | +4.5% | +2.5% |
| 3M | +37.4% | +10.9% | +26.6% | +27.9% |
| 6M | +88.1% | +31.9% | +56.2% | +54.5% |
| YTD | +50.3% | +25.8% | +24.6% | +27.3% |
| 1Y | +46.0% | +39.8% | +6.2% | +15.0% |
| 3Y | +98.7% | +219.9% | -121.2% | -16.1% |
| 5Y | +3.5% | +141.1% | -137.6% | -48.5% |
| All | +3.5% | +132.3% | -128.8% | -48.5% |
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