+296.4%
SPGI vs SPXL
+1,177.5%
-881.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.1% | -2.1% |
| 7D | -3.1% | -1.3% | -1.8% | -2.6% |
| 30D | +2.0% | -5.0% | +7.0% | +3.8% |
| 3M | +4.3% | +7.6% | -3.3% | +1.0% |
| 6M | -0.2% | +33.6% | -33.8% | -11.1% |
| YTD | -14.8% | +28.1% | -42.9% | -23.1% |
| 1Y | -18.5% | +43.6% | -62.2% | -30.0% |
| 3Y | +16.0% | +225.8% | -209.9% | -29.9% |
| 5Y | +2.2% | +140.1% | -137.9% | -36.5% |
| 10Y | +296.4% | +1,248.4% | -952.0% | +6.3% |
| All | +296.4% | +1,177.5% | -881.1% | +6.3% |
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