+2,482.0%
SNPS vs SPXL
+7,063.6%
-4,581.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | +1.1% | +7.4% | -6.4% | -1.5% |
| 30D | -5.2% | -7.8% | +2.7% | -2.6% |
| 3M | +10.6% | -11.9% | +22.5% | +15.4% |
| 6M | -10.6% | -1.7% | -8.9% | -10.7% |
| YTD | -3.1% | +20.8% | -23.9% | -10.0% |
| 1Y | +15.6% | +25.0% | -9.4% | +6.0% |
| 3Y | -12.9% | +226.1% | -239.1% | -43.2% |
| 5Y | +31.2% | +101.1% | -69.9% | -5.1% |
| 10Y | +663.4% | +1,112.6% | -449.2% | +188.0% |
| All | +2,482.0% | +7,063.6% | -4,581.7% | +388.1% |
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