+8,771.7%
SPXL vs BN
+1,226.2%
+7,545.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.8% |
| 7D | +0.1% | -2.5% | +2.5% | +3.4% |
| 30D | -0.9% | -9.5% | +8.6% | +13.2% |
| 3M | +2.0% | -10.4% | +12.4% | +18.1% |
| 6M | +33.5% | -6.4% | +39.9% | +44.3% |
| YTD | +32.2% | -11.9% | +44.0% | +52.5% |
| 1Y | +48.9% | -8.6% | +57.5% | +62.6% |
| 3Y | +222.9% | +77.6% | +145.3% | +38.3% |
| 5Y | +140.7% | +37.0% | +103.7% | +59.5% |
| 10Y | +1,192.7% | +266.4% | +926.3% | +150.1% |
| All | +8,771.7% | +1,226.2% | +7,545.5% | +218.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling