+8,623.4%
SPXL vs BB
-85.7%
+8,709.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.5% |
| 7D | +1.5% | +0.5% | +0.9% | +1.2% |
| 30D | -3.7% | -12.4% | +8.7% | +0.7% |
| 3M | +8.1% | -15.3% | +23.4% | +11.8% |
| 6M | +39.0% | +128.8% | -89.7% | -3.1% |
| YTD | +29.9% | +107.7% | -77.7% | -6.1% |
| 1Y | +46.6% | +103.9% | -57.3% | +5.3% |
| 3Y | +230.5% | +72.6% | +157.9% | +131.0% |
| 5Y | +140.2% | -24.3% | +164.4% | +122.6% |
| 10Y | +1,168.8% | +3.1% | +1,165.6% | +624.5% |
| All | +8,623.4% | -85.7% | +8,709.2% | +8,938.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling