+213.8%
SPXL vs BN
+69.2%
+144.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -0.5% |
| 7D | -6.0% | -5.9% | -0.1% | +0.4% |
| 30D | -5.8% | -15.1% | +9.3% | +12.4% |
| 3M | +10.9% | -14.6% | +25.4% | +31.5% |
| 6M | +31.9% | -8.4% | +40.3% | +44.1% |
| YTD | +25.8% | -16.8% | +42.6% | +51.0% |
| 1Y | +39.8% | -14.4% | +54.1% | +61.9% |
| All | +213.8% | +69.2% | +144.6% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling