+8,499.7%
SPXL vs BG
+308.5%
+8,191.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -1.3% | +0.5% | -1.8% | -2.0% |
| 30D | -5.0% | +10.3% | -15.3% | -13.3% |
| 3M | +7.6% | -1.9% | +9.5% | +6.4% |
| 6M | +33.6% | +5.2% | +28.3% | +22.1% |
| YTD | +28.1% | +41.2% | -13.1% | -10.3% |
| 1Y | +43.6% | +50.5% | -6.9% | -7.4% |
| 3Y | +225.8% | +19.9% | +205.9% | +141.6% |
| 5Y | +140.1% | +86.7% | +53.4% | +11.2% |
| 10Y | +1,248.4% | +167.5% | +1,080.9% | +291.5% |
| All | +8,499.7% | +308.5% | +8,191.2% | +1,217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling