+197.2%
SO vs SPXL
+1,130.4%
-933.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | -0.4% |
| 7D | +0.8% | -3.8% | +4.5% | +1.2% |
| 30D | +7.8% | -8.8% | +16.6% | +9.1% |
| 3M | +2.9% | -7.4% | +10.3% | +3.7% |
| 6M | +2.5% | +1.8% | +0.7% | +1.1% |
| YTD | +10.3% | +23.6% | -13.3% | +4.4% |
| 1Y | +6.4% | +21.7% | -15.4% | +0.8% |
| 3Y | +52.8% | +232.4% | -179.6% | +12.6% |
| 5Y | +78.7% | +110.4% | -31.7% | +36.1% |
| All | +197.2% | +1,130.4% | -933.2% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling