+141.1%
SPXL vs BIDU
-45.6%
+186.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.3% | -1.2% |
| 7D | -6.0% | -5.2% | -0.8% | -4.2% |
| 30D | -5.8% | -14.5% | +8.7% | -0.4% |
| 3M | +10.9% | -22.9% | +33.7% | +21.7% |
| 6M | +31.9% | -27.8% | +59.7% | +47.7% |
| YTD | +25.8% | -30.7% | +56.4% | +41.6% |
| 1Y | +39.8% | -15.8% | +55.6% | +43.2% |
| 3Y | +219.9% | -33.2% | +253.1% | +243.8% |
| 5Y | +141.1% | -44.8% | +185.9% | +163.1% |
| All | +141.1% | -45.6% | +186.7% | +163.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling