+3.7%
SO vs SPXL
+29.9%
-26.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.5% | -0.3% |
| 7D | +1.7% | -2.5% | +4.2% | +1.6% |
| 30D | +11.1% | -4.3% | +15.5% | +10.8% |
| 3M | +0.7% | -4.2% | +4.9% | +0.4% |
| 6M | -1.4% | +15.0% | -16.4% | -0.3% |
| YTD | +9.4% | +28.4% | -19.0% | +10.4% |
| 1Y | +3.7% | +30.3% | -26.6% | +4.7% |
| All | +3.7% | +29.9% | -26.1% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling