+8,499.7%
SPXL vs BNS
+504.7%
+7,995.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.2% |
| 7D | -1.3% | -1.3% | 0.0% | +0.7% |
| 30D | -5.0% | +4.0% | -9.0% | -11.6% |
| 3M | +7.6% | +13.8% | -6.2% | -13.1% |
| 6M | +33.6% | +32.7% | +0.9% | -14.5% |
| YTD | +28.1% | +27.6% | +0.5% | -13.5% |
| 1Y | +43.6% | +47.4% | -3.8% | -22.7% |
| 3Y | +225.8% | +129.0% | +96.8% | -12.4% |
| 5Y | +140.1% | +92.7% | +47.4% | -8.6% |
| 10Y | +1,248.4% | +182.1% | +1,066.3% | +243.8% |
| All | +8,499.7% | +504.7% | +7,995.0% | +796.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling