+486.5%
SPXL vs BBIO
+136.7%
+349.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -2.5% | -3.2% | +0.7% | -1.8% |
| 30D | -4.2% | -13.6% | +9.4% | -1.2% |
| 3M | +8.1% | +7.2% | +0.9% | +6.0% |
| 6M | +35.6% | +1.5% | +34.1% | +34.4% |
| YTD | +28.8% | -5.3% | +34.1% | +28.6% |
| 1Y | +39.8% | +37.7% | +2.1% | +28.0% |
| 3Y | +221.4% | +153.9% | +67.5% | +148.2% |
| 5Y | +146.9% | +43.9% | +103.1% | +54.1% |
| All | +486.5% | +136.7% | +349.8% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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