+25.0%
SPXL vs A
+17.3%
+7.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.5% |
| 7D | +7.4% | -0.5% | +7.9% | +7.7% |
| 30D | -7.8% | 0.0% | -7.8% | -7.4% |
| 3M | -11.9% | +16.7% | -28.6% | -17.0% |
| 6M | -1.7% | +54.8% | -56.6% | -19.3% |
| YTD | +20.8% | +28.8% | -8.0% | +11.3% |
| 1Y | +25.0% | +19.3% | +5.7% | +22.0% |
| All | +25.0% | +17.3% | +7.7% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling