+1,199.1%
SPXL vs BB
+1.6%
+1,197.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.8% |
| 7D | -2.5% | -0.4% | -2.1% | -2.4% |
| 30D | -4.2% | -12.5% | +8.3% | +0.1% |
| 3M | +8.1% | -17.4% | +25.5% | +12.8% |
| 6M | +35.6% | +119.1% | -83.5% | -3.6% |
| YTD | +28.8% | +102.4% | -73.6% | -5.8% |
| 1Y | +39.8% | +98.2% | -58.4% | +1.8% |
| 3Y | +221.4% | +46.9% | +174.4% | +141.0% |
| 5Y | +146.9% | -26.4% | +173.3% | +128.1% |
| All | +1,199.1% | +1.6% | +1,197.5% | +552.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling