+1,168.3%
SPXL vs A
+247.2%
+921.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -0.5% |
| 7D | -6.0% | -4.6% | -1.4% | -0.6% |
| 30D | -5.8% | -4.3% | -1.5% | -1.3% |
| 3M | +10.9% | +8.9% | +1.9% | -2.4% |
| 6M | +31.9% | +24.5% | +7.4% | -6.1% |
| YTD | +25.8% | +5.8% | +19.9% | +9.3% |
| 1Y | +39.8% | +16.2% | +23.5% | +5.4% |
| 3Y | +219.9% | +28.5% | +191.4% | +91.3% |
| 5Y | +141.1% | -16.3% | +157.4% | +181.1% |
| All | +1,168.3% | +247.2% | +921.1% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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