+221.4%
SPXL vs BBY
+42.8%
+178.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +0.9% |
| 7D | -2.5% | +0.6% | -3.1% | -2.8% |
| 30D | -4.2% | +9.4% | -13.6% | -8.8% |
| 3M | +8.1% | +19.3% | -11.2% | -2.2% |
| 6M | +35.6% | +47.9% | -12.3% | +7.5% |
| YTD | +28.8% | +39.6% | -10.8% | +4.5% |
| 1Y | +39.8% | +22.2% | +17.6% | +22.8% |
| 3Y | +221.4% | +45.0% | +176.4% | +146.5% |
| All | +221.4% | +42.8% | +178.6% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling