+454.4%
SO vs SPXL
+7,736.1%
-7,281.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -0.2% | +0.1% | -0.2% | -0.2% |
| 30D | -4.6% | -0.9% | -3.7% | -4.5% |
| 3M | -3.0% | +2.0% | -5.1% | -3.8% |
| 6M | -8.3% | +33.5% | -41.8% | -12.9% |
| YTD | +3.5% | +32.2% | -28.6% | -1.8% |
| 1Y | -0.9% | +48.9% | -49.8% | -8.1% |
| 3Y | +45.4% | +222.9% | -177.5% | +14.2% |
| 5Y | +59.6% | +140.7% | -81.1% | +25.1% |
| 10Y | +156.6% | +1,192.7% | -1,036.1% | +40.9% |
| All | +454.4% | +7,736.1% | -7,281.7% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling