+221.4%
SPXL vs AUR
+84.2%
+137.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.0% |
| 7D | -2.5% | +1.4% | -4.0% | -2.9% |
| 30D | -4.2% | -6.4% | +2.2% | -3.1% |
| 3M | +8.1% | +7.7% | +0.4% | +5.5% |
| 6M | +35.6% | +44.5% | -8.9% | +22.3% |
| YTD | +28.8% | +67.4% | -38.6% | +11.7% |
| 1Y | +39.8% | +15.4% | +24.4% | +31.0% |
| 3Y | +221.4% | +94.8% | +126.5% | +125.7% |
| All | +221.4% | +84.2% | +137.1% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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