+1,110.7%
SPXL vs A
+302.9%
+807.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.9% |
| 7D | +7.4% | -0.5% | +7.9% | +8.1% |
| 30D | -7.8% | 0.0% | -7.8% | -7.4% |
| 3M | -11.9% | +16.7% | -28.6% | -27.7% |
| 6M | -1.7% | +54.8% | -56.6% | -46.1% |
| YTD | +20.8% | +28.8% | -8.0% | -17.6% |
| 1Y | +25.0% | +19.3% | +5.7% | -6.1% |
| 3Y | +226.1% | +65.5% | +160.6% | +41.7% |
| 5Y | +101.1% | +12.1% | +89.0% | +59.1% |
| All | +1,110.7% | +302.9% | +807.8% | +132.3% |
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