+489.3%
SO vs SPXL
+6,954.2%
-6,464.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -0.1% | -2.9% | +2.8% | +0.1% |
| 30D | +8.7% | -12.4% | +21.1% | +10.5% |
| 3M | +3.4% | -11.8% | +15.1% | +4.9% |
| 6M | +3.7% | -1.4% | +5.1% | +3.0% |
| YTD | +10.0% | +19.0% | -8.9% | +5.6% |
| 1Y | +6.6% | +18.0% | -11.4% | +2.3% |
| 3Y | +52.5% | +220.0% | -167.5% | +19.5% |
| 5Y | +76.1% | +102.6% | -26.5% | +41.5% |
| 10Y | +194.9% | +1,087.3% | -892.4% | +63.5% |
| All | +489.3% | +6,954.2% | -6,464.9% | +123.6% |
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 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