+343.3%
SPGI vs SPXL
+1,102.8%
-759.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | +1.2% | +7.4% | -6.2% | -1.3% |
| 30D | +15.9% | -7.8% | +23.7% | +18.3% |
| 3M | +12.3% | -11.9% | +24.2% | +16.1% |
| 6M | +23.7% | -1.7% | +25.4% | +22.1% |
| YTD | -3.5% | +20.8% | -24.4% | -12.0% |
| 1Y | +0.4% | +25.0% | -24.6% | -9.7% |
| 3Y | +29.9% | +226.1% | -196.2% | -22.0% |
| 5Y | +15.2% | +101.1% | -85.9% | -24.2% |
| All | +343.3% | +1,102.8% | -759.5% | +21.2% |
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