-16.5%
SOUN vs SPXL
+203.4%
-219.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -2.2% |
| 7D | -7.1% | -2.5% | -4.6% | -5.3% |
| 30D | -15.4% | -4.2% | -11.2% | -12.5% |
| 3M | -10.6% | +8.1% | -18.7% | -15.6% |
| 6M | -19.6% | +35.6% | -55.2% | -36.0% |
| YTD | -37.2% | +28.8% | -66.0% | -47.8% |
| 1Y | -57.1% | +39.8% | -96.9% | -66.2% |
| 3Y | +178.2% | +221.4% | -43.2% | +35.8% |
| All | -16.5% | +203.4% | -219.9% | -46.4% |
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