+2,500.9%
SPGI vs SPXL
+7,034.2%
-4,533.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.0% | -6.3% | -1.8% |
| 7D | -0.9% | -0.9% | 0.0% | -1.0% |
| 30D | +15.5% | -11.4% | +26.9% | +19.8% |
| 3M | +15.7% | -10.8% | +26.5% | +19.4% |
| 6M | +19.1% | -0.3% | +19.4% | +16.7% |
| YTD | -4.1% | +20.3% | -24.4% | -13.0% |
| 1Y | +1.2% | +24.7% | -23.5% | -9.8% |
| 3Y | +31.6% | +238.6% | -207.0% | -24.6% |
| 5Y | +12.4% | +100.0% | -87.5% | -28.1% |
| 10Y | +334.3% | +1,108.4% | -774.2% | +12.0% |
| All | +2,500.9% | +7,034.2% | -4,533.3% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling