+1,199.1%
SPXL vs BHP
+496.8%
+702.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.7% | +2.7% |
| 7D | -2.5% | -3.6% | +1.1% | +0.9% |
| 30D | -4.2% | -1.2% | -3.0% | -3.9% |
| 3M | +8.1% | +1.2% | +6.9% | +5.0% |
| 6M | +35.6% | +21.4% | +14.2% | +8.8% |
| YTD | +28.8% | +50.4% | -21.6% | -18.8% |
| 1Y | +39.8% | +67.5% | -27.7% | -21.7% |
| 3Y | +221.4% | +72.8% | +148.6% | +70.0% |
| 5Y | +146.9% | +112.6% | +34.3% | -2.7% |
| All | +1,199.1% | +496.8% | +702.2% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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