+32.1%
SNOW vs SPXL
+435.3%
-403.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.5% |
| 7D | +4.9% | +1.5% | +3.5% | +4.2% |
| 30D | +1.5% | -3.7% | +5.2% | +4.0% |
| 3M | +39.5% | +8.1% | +31.4% | +32.1% |
| 6M | +85.9% | +39.0% | +46.8% | +49.2% |
| YTD | +52.9% | +29.9% | +23.0% | +28.0% |
| 1Y | +48.1% | +46.6% | +1.5% | +14.6% |
| 3Y | +102.2% | +230.5% | -128.3% | -11.9% |
| 5Y | +5.5% | +140.2% | -134.7% | -47.2% |
| All | +32.1% | +435.3% | -403.2% | -52.8% |
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 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