+1,110.7%
SPXL vs BN
+290.8%
+819.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | +0.9% |
| 7D | +7.4% | -1.0% | +8.4% | +8.9% |
| 30D | -7.8% | +14.0% | -21.8% | -23.1% |
| 3M | -11.9% | -9.0% | -2.9% | -1.0% |
| 6M | -1.7% | -8.8% | +7.1% | +9.4% |
| YTD | +20.8% | -10.3% | +31.1% | +34.9% |
| 1Y | +25.0% | -5.8% | +30.8% | +30.6% |
| 3Y | +226.1% | +94.8% | +131.4% | +24.4% |
| 5Y | +101.1% | +31.5% | +69.6% | +42.8% |
| All | +1,110.7% | +290.8% | +819.8% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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