+8,623.5%
SPXL vs BIDU
+305.5%
+8,317.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.0% | +5.3% | +2.3% |
| 7D | +1.5% | -2.4% | +3.9% | +2.6% |
| 30D | -3.7% | -15.6% | +12.0% | +5.1% |
| 3M | +8.1% | -22.3% | +30.4% | +23.0% |
| 6M | +39.0% | -22.3% | +61.3% | +56.1% |
| YTD | +29.9% | -29.2% | +59.1% | +51.3% |
| 1Y | +46.6% | -14.8% | +61.4% | +49.1% |
| 3Y | +230.5% | -31.8% | +262.3% | +255.1% |
| 5Y | +140.2% | -43.1% | +183.3% | +145.5% |
| 10Y | +1,168.8% | -50.6% | +1,219.4% | +1,122.7% |
| All | +8,623.5% | +305.5% | +8,317.9% | +1,055.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling