+1,199.1%
SPXL vs BIDU
-48.7%
+1,247.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.0% |
| 7D | -2.5% | -8.1% | +5.6% | +1.4% |
| 30D | -4.2% | -12.8% | +8.6% | +1.6% |
| 3M | +8.1% | -21.3% | +29.4% | +20.0% |
| 6M | +35.6% | -27.0% | +62.6% | +54.6% |
| YTD | +28.8% | -30.0% | +58.8% | +47.9% |
| 1Y | +39.8% | -18.3% | +58.1% | +45.4% |
| 3Y | +221.4% | -33.8% | +255.2% | +250.9% |
| 5Y | +146.9% | -44.3% | +191.2% | +165.0% |
| All | +1,199.1% | -48.7% | +1,247.7% | +1,048.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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