+8,499.7%
SPXL vs AU
+590.9%
+7,908.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.6% |
| 7D | -1.3% | +0.6% | -1.9% | -1.4% |
| 30D | -5.0% | +12.3% | -17.3% | -7.6% |
| 3M | +7.6% | +29.4% | -21.8% | +1.2% |
| 6M | +33.6% | +3.2% | +30.4% | +31.3% |
| YTD | +28.1% | +31.8% | -3.7% | +18.5% |
| 1Y | +43.6% | +83.4% | -39.8% | +23.2% |
| 3Y | +225.8% | +623.1% | -397.3% | +100.4% |
| 5Y | +140.1% | +700.5% | -560.4% | +40.3% |
| 10Y | +1,248.4% | +717.6% | +530.8% | +594.5% |
| All | +8,499.7% | +590.9% | +7,908.8% | +3,063.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling