+19.0%
SPGI vs SPXL
+231.8%
-212.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.8% |
| 7D | -2.5% | +1.5% | -3.9% | -2.8% |
| 30D | +5.4% | -3.7% | +9.1% | +6.3% |
| 3M | +9.0% | +8.1% | +0.9% | +6.5% |
| 6M | +0.8% | +39.0% | -38.3% | -8.6% |
| YTD | -12.6% | +29.9% | -42.5% | -19.3% |
| 1Y | -16.1% | +46.6% | -62.7% | -25.6% |
| 3Y | +19.0% | +230.5% | -211.5% | -25.2% |
| All | +19.0% | +231.8% | -212.8% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling