+391.7%
SPXL vs BOXX
+18.5%
+373.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.3% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -4.2% | +0.3% | -4.5% | -4.7% |
| 3M | +8.1% | +1.0% | +7.1% | +6.1% |
| 6M | +35.6% | +1.9% | +33.7% | +30.2% |
| YTD | +28.8% | +2.7% | +26.1% | +21.3% |
| 1Y | +39.8% | +4.0% | +35.8% | +28.9% |
| 3Y | +221.4% | +14.7% | +206.7% | +319.2% |
| All | +391.7% | +18.5% | +373.2% | +791.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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