+101.0%
SPXL vs BB
-17.6%
+118.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.2% |
| 7D | +7.4% | +1.8% | +5.6% | +6.7% |
| 30D | -7.8% | +8.1% | -16.0% | -11.1% |
| 3M | -11.9% | -1.0% | -10.9% | -13.0% |
| 6M | -1.7% | +45.9% | -47.6% | -21.9% |
| YTD | +20.8% | +134.8% | -114.0% | -24.4% |
| 1Y | +25.0% | +104.6% | -79.6% | -17.4% |
| 3Y | +226.1% | +152.8% | +73.3% | +71.6% |
| All | +101.0% | -17.6% | +118.6% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling