-14.6%
SNPS vs SPXL
+231.8%
-246.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.4% |
| 7D | -5.5% | +1.5% | -6.9% | -6.2% |
| 30D | -5.8% | -3.7% | -2.1% | -3.7% |
| 3M | -17.2% | +8.1% | -25.3% | -21.1% |
| 6M | -10.4% | +39.0% | -49.4% | -26.0% |
| YTD | -16.5% | +29.9% | -46.5% | -28.5% |
| 1Y | -35.6% | +46.6% | -82.2% | -48.4% |
| 3Y | -14.6% | +230.5% | -245.1% | -55.0% |
| All | -14.6% | +231.8% | -246.4% | -55.0% |
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