+17.9%
SNPS vs SPXL
+137.2%
-119.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.0% |
| 7D | -5.5% | -1.3% | -4.2% | -4.9% |
| 30D | -4.5% | -5.0% | +0.5% | -1.9% |
| 3M | -15.5% | +7.6% | -23.1% | -19.0% |
| 6M | -10.1% | +33.6% | -43.7% | -22.9% |
| YTD | -16.3% | +28.1% | -44.4% | -26.8% |
| 1Y | -34.9% | +43.6% | -78.6% | -46.3% |
| 3Y | -14.4% | +225.8% | -240.2% | -53.9% |
| 5Y | +17.9% | +140.1% | -122.2% | -29.9% |
| All | +17.9% | +137.2% | -119.3% | -29.9% |
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 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