+221.4%
SPXL vs BNS
+130.5%
+90.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.8% | +1.7% |
| 7D | -2.5% | -0.4% | -2.1% | -2.1% |
| 30D | -4.2% | +3.5% | -7.7% | -8.1% |
| 3M | +8.1% | +14.1% | -6.0% | -7.7% |
| 6M | +35.6% | +33.8% | +1.8% | -3.9% |
| YTD | +28.8% | +29.5% | -0.7% | -5.6% |
| 1Y | +39.8% | +48.4% | -8.6% | -13.0% |
| 3Y | +221.4% | +129.6% | +91.8% | +18.5% |
| All | +221.4% | +130.5% | +90.9% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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