+338.6%
SPGI vs SPXL
+1,146.6%
-808.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | -0.9% |
| 7D | -1.4% | -3.8% | +2.4% | -0.5% |
| 30D | +15.3% | -8.8% | +24.1% | +18.0% |
| 3M | +16.5% | -7.4% | +23.9% | +18.5% |
| 6M | +19.8% | +1.8% | +18.1% | +16.9% |
| YTD | -3.2% | +23.6% | -26.8% | -12.4% |
| 1Y | +1.8% | +21.7% | -19.9% | -7.7% |
| 3Y | +30.6% | +232.4% | -201.8% | -22.1% |
| 5Y | +16.0% | +110.4% | -94.4% | -24.8% |
| 10Y | +338.6% | +1,140.4% | -801.8% | +20.2% |
| All | +338.6% | +1,146.6% | -808.0% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling