+221.4%
SPXL vs BRO
-7.6%
+229.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -2.5% | -7.3% | +4.8% | -0.4% |
| 30D | -4.2% | -6.9% | +2.6% | -2.3% |
| 3M | +8.1% | +10.7% | -2.6% | +2.7% |
| 6M | +35.6% | -2.7% | +38.3% | +36.2% |
| YTD | +28.8% | -16.3% | +45.1% | +39.5% |
| 1Y | +39.8% | -29.1% | +68.9% | +68.0% |
| 3Y | +221.4% | -7.8% | +229.2% | +235.7% |
| All | +221.4% | -7.6% | +229.0% | +235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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