+1,199.1%
SPXL vs BG
+166.7%
+1,032.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.2% | +3.6% |
| 7D | -2.5% | +3.1% | -5.7% | -4.7% |
| 30D | -4.2% | +10.2% | -14.5% | -10.9% |
| 3M | +8.1% | -1.7% | +9.8% | +7.4% |
| 6M | +35.6% | +1.0% | +34.6% | +30.3% |
| YTD | +28.8% | +39.9% | -11.1% | -2.8% |
| 1Y | +39.8% | +53.2% | -13.4% | -3.1% |
| 3Y | +221.4% | +16.3% | +205.1% | +161.8% |
| 5Y | +146.9% | +83.9% | +63.1% | +33.5% |
| All | +1,199.1% | +166.7% | +1,032.4% | +364.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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