+145.2%
SPXL vs BG
+81.8%
+63.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.2% | +3.2% |
| 7D | -2.5% | +3.1% | -5.7% | -4.0% |
| 30D | -4.2% | +10.2% | -14.5% | -8.9% |
| 3M | +8.1% | -1.7% | +9.8% | +8.0% |
| 6M | +35.6% | +1.0% | +34.6% | +32.3% |
| YTD | +28.8% | +39.9% | -11.1% | +4.8% |
| 1Y | +39.8% | +53.2% | -13.4% | +6.6% |
| 3Y | +221.4% | +16.3% | +205.1% | +180.1% |
| All | +145.2% | +81.8% | +63.4% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling