-12.4%
SOUN vs SPXL
+206.1%
-218.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -1.2% |
| 7D | -4.1% | +1.5% | -5.5% | -5.2% |
| 30D | -18.1% | -3.7% | -14.4% | -15.7% |
| 3M | -12.3% | +8.1% | -20.4% | -17.2% |
| 6M | -18.6% | +39.0% | -57.6% | -36.4% |
| YTD | -34.1% | +29.9% | -64.0% | -45.5% |
| 1Y | -57.0% | +46.6% | -103.6% | -67.3% |
| 3Y | +185.7% | +230.5% | -44.9% | +37.2% |
| All | -12.4% | +206.1% | -218.5% | -44.2% |
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