+8,499.7%
SPXL vs BR
+1,884.4%
+6,615.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.0% |
| 7D | -1.3% | -5.0% | +3.7% | +5.9% |
| 30D | -5.0% | -2.5% | -2.5% | -2.4% |
| 3M | +7.6% | +13.5% | -5.9% | -13.9% |
| 6M | +33.6% | -9.4% | +43.0% | +43.3% |
| YTD | +28.1% | -23.3% | +51.4% | +68.5% |
| 1Y | +43.6% | -31.6% | +75.2% | +121.7% |
| 3Y | +225.8% | -5.1% | +230.9% | +206.9% |
| 5Y | +140.1% | +8.2% | +131.9% | +95.7% |
| 10Y | +1,248.4% | +189.8% | +1,058.6% | +186.1% |
| All | +8,499.7% | +1,884.4% | +6,615.3% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling