+57.9%
SO vs SPXL
+137.2%
-79.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | 0.0% | -1.3% | +1.3% | +0.1% |
| 30D | -2.5% | -5.0% | +2.5% | -2.1% |
| 3M | -4.2% | +7.6% | -11.8% | -4.9% |
| 6M | -7.7% | +33.6% | -41.3% | -10.3% |
| YTD | +3.8% | +28.1% | -24.3% | +1.0% |
| 1Y | +0.1% | +43.6% | -43.6% | -3.9% |
| 3Y | +44.2% | +225.8% | -181.6% | +20.9% |
| 5Y | +57.9% | +140.1% | -82.2% | +27.3% |
| All | +57.9% | +137.2% | -79.3% | +27.3% |
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