+30.3%
SPXL vs AU
+42.5%
-12.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.0% | -3.1% | +2.4% |
| 7D | -2.5% | +0.8% | -3.2% | -2.8% |
| 30D | -4.3% | -7.0% | +2.6% | -2.4% |
| 3M | -4.2% | +8.5% | -12.8% | -7.9% |
| 6M | +15.0% | -1.3% | +16.3% | +13.3% |
| YTD | +28.4% | +6.8% | +21.7% | +19.7% |
| 1Y | +30.3% | +44.6% | -14.3% | +6.5% |
| All | +30.3% | +42.5% | -12.2% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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