+8,771.7%
SPXL vs A
+886.0%
+7,885.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.9% |
| 7D | +0.1% | -1.9% | +2.0% | +2.5% |
| 30D | -0.9% | +6.9% | -7.8% | -9.5% |
| 3M | +2.0% | +9.2% | -7.2% | -10.7% |
| 6M | +33.5% | +25.7% | +7.8% | -6.9% |
| YTD | +32.2% | +11.5% | +20.6% | +6.4% |
| 1Y | +48.9% | +18.4% | +30.5% | +8.8% |
| 3Y | +222.9% | +26.6% | +196.2% | +101.1% |
| 5Y | +140.7% | -12.8% | +153.5% | +159.2% |
| 10Y | +1,192.7% | +247.2% | +945.5% | +164.7% |
| All | +8,771.7% | +886.0% | +7,885.7% | +383.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling