+141.1%
SPXL vs BHP
+112.0%
+29.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.5% | +2.5% |
| 7D | -6.0% | -3.7% | -2.3% | -3.2% |
| 30D | -5.8% | -0.8% | -4.9% | -5.7% |
| 3M | +10.9% | +7.6% | +3.3% | +3.1% |
| 6M | +31.9% | +20.8% | +11.1% | +11.3% |
| YTD | +25.8% | +50.8% | -25.0% | -13.0% |
| 1Y | +39.8% | +70.9% | -31.2% | -13.4% |
| 3Y | +219.9% | +78.0% | +141.8% | +87.1% |
| 5Y | +141.1% | +113.1% | +28.0% | +30.7% |
| All | +141.1% | +112.0% | +29.1% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling