+221.4%
SPXL vs AU
+577.5%
-356.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | -2.5% | -4.3% | +1.7% | -1.6% |
| 30D | -4.2% | +7.3% | -11.5% | -6.0% |
| 3M | +8.1% | +26.3% | -18.2% | +2.2% |
| 6M | +35.6% | +1.8% | +33.8% | +32.9% |
| YTD | +28.8% | +26.8% | +2.0% | +20.8% |
| 1Y | +39.8% | +66.7% | -26.9% | +24.7% |
| 3Y | +221.4% | +579.1% | -357.7% | +115.4% |
| All | +221.4% | +577.5% | -356.1% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling