+196.8%
SPXL vs AUR
-35.7%
+232.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.4% |
| 6M | +35.6% | +44.5% | -8.9% | +21.7% |
| YTD | +28.8% | +67.4% | -38.6% | +10.9% |
| 1Y | +39.8% | +15.4% | +24.4% | +30.8% |
| 3Y | +221.4% | +94.8% | +126.5% | +128.1% |
| 5Y | +146.9% | -35.1% | +182.0% | +78.2% |
| All | +196.8% | -35.7% | +232.5% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling