-18.5%
SPGI vs SPXL
+44.5%
-63.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.1% | -2.4% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | +2.0% | -5.0% | +7.0% | +2.6% |
| 3M | +4.3% | +7.6% | -3.3% | +3.5% |
| 6M | -0.2% | +33.6% | -33.8% | -5.2% |
| YTD | -14.8% | +28.1% | -42.9% | -18.0% |
| 1Y | -18.5% | +43.6% | -62.2% | -23.0% |
| All | -18.5% | +44.5% | -63.1% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling