+8,110.7%
SPXL vs A
+1,032.4%
+7,078.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +1.8% |
| 7D | +9.6% | +0.7% | +8.8% | +8.6% |
| 30D | -9.8% | +0.8% | -10.6% | -10.4% |
| 3M | -9.1% | +16.9% | -25.9% | -26.1% |
| 6M | +1.1% | +53.8% | -52.6% | -45.1% |
| YTD | +22.3% | +28.1% | -5.8% | -17.7% |
| 1Y | +20.3% | +15.0% | +5.2% | -7.1% |
| 3Y | +229.0% | +63.1% | +165.9% | +48.0% |
| 5Y | +103.6% | +11.5% | +92.1% | +58.5% |
| 10Y | +1,127.6% | +303.2% | +824.4% | +107.4% |
| All | +8,110.7% | +1,032.4% | +7,078.3% | +274.2% |
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