+8,623.4%
SPXL vs BHP
+515.3%
+8,108.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -3.5% |
| 7D | +1.5% | +1.3% | +0.2% | 0.0% |
| 30D | -3.7% | +4.0% | -7.6% | -8.1% |
| 3M | +8.1% | +12.3% | -4.2% | -5.8% |
| 6M | +39.0% | +30.8% | +8.2% | +2.7% |
| YTD | +29.9% | +58.8% | -28.8% | -23.3% |
| 1Y | +46.6% | +76.8% | -30.2% | -23.3% |
| 3Y | +230.5% | +87.5% | +143.1% | +59.3% |
| 5Y | +140.2% | +123.9% | +16.3% | -9.8% |
| 10Y | +1,168.8% | +504.4% | +664.4% | +76.1% |
| All | +8,623.4% | +515.3% | +8,108.2% | +1,026.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling