+76.1%
SO vs SPXL
+100.1%
-24.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -0.1% | -2.9% | +2.8% | 0.0% |
| 30D | +8.7% | -12.4% | +21.1% | +9.6% |
| 3M | +3.4% | -11.8% | +15.1% | +4.1% |
| 6M | +3.7% | -1.4% | +5.1% | +3.3% |
| YTD | +10.0% | +19.0% | -8.9% | +7.5% |
| 1Y | +6.6% | +18.0% | -11.4% | +4.1% |
| 3Y | +52.5% | +220.0% | -167.5% | +27.4% |
| 5Y | +76.1% | +102.6% | -26.5% | +44.6% |
| All | +76.1% | +100.1% | -24.1% | +44.6% |
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