+221.4%
SPXL vs BR
-5.3%
+226.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.6% |
| 7D | -2.5% | -3.0% | +0.4% | -0.6% |
| 30D | -4.2% | -0.3% | -3.9% | -4.3% |
| 3M | +8.1% | +17.3% | -9.2% | -5.0% |
| 6M | +35.6% | -6.7% | +42.3% | +44.0% |
| YTD | +28.8% | -23.4% | +52.2% | +66.7% |
| 1Y | +39.8% | -32.7% | +72.5% | +111.0% |
| 3Y | +221.4% | -5.9% | +227.3% | +223.1% |
| All | +221.4% | -5.3% | +226.7% | +223.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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