+45.3%
SO vs SPXL
+231.8%
-186.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.0% |
| 7D | +1.0% | +1.5% | -0.4% | +1.0% |
| 30D | -3.2% | -3.7% | +0.5% | -3.2% |
| 3M | -1.7% | +8.1% | -9.8% | -1.7% |
| 6M | -7.2% | +39.0% | -46.2% | -7.6% |
| YTD | +4.6% | +29.9% | -25.4% | +4.2% |
| 1Y | +1.2% | +46.6% | -45.4% | +0.4% |
| 3Y | +45.3% | +230.5% | -185.2% | +26.1% |
| All | +45.3% | +231.8% | -186.5% | +26.1% |
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 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