+1,168.3%
SPXL vs BN
+263.5%
+904.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -0.2% |
| 7D | -6.0% | -5.9% | -0.1% | +1.8% |
| 30D | -5.8% | -15.1% | +9.3% | +16.7% |
| 3M | +10.9% | -14.6% | +25.4% | +36.2% |
| 6M | +31.9% | -8.4% | +40.3% | +46.5% |
| YTD | +25.8% | -16.8% | +42.6% | +56.2% |
| 1Y | +39.8% | -14.4% | +54.1% | +66.1% |
| 3Y | +219.9% | +70.1% | +149.8% | +46.3% |
| 5Y | +141.1% | +33.5% | +107.5% | +67.1% |
| All | +1,168.3% | +263.5% | +904.8% | +206.3% |
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