+8,010.4%
SPXL vs BN
+1,250.4%
+6,760.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | +1.0% |
| 7D | +7.4% | -1.0% | +8.4% | +8.9% |
| 30D | -7.8% | +14.0% | -21.8% | -23.5% |
| 3M | -11.9% | -9.0% | -2.9% | -0.8% |
| 6M | -1.7% | -8.8% | +7.1% | +9.6% |
| YTD | +20.8% | -10.3% | +31.1% | +35.0% |
| 1Y | +25.0% | -5.8% | +30.8% | +30.7% |
| 3Y | +226.1% | +94.8% | +131.4% | +23.7% |
| 5Y | +101.1% | +31.5% | +69.6% | +40.7% |
| 10Y | +1,112.6% | +291.9% | +820.6% | +112.4% |
| All | +8,010.4% | +1,250.4% | +6,760.0% | +182.3% |
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 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