+8,546.7%
SPXL vs BRO
+646.9%
+7,899.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.7% |
| 7D | -2.5% | -7.3% | +4.8% | +8.3% |
| 30D | -4.2% | -6.9% | +2.6% | +4.8% |
| 3M | +8.1% | +10.7% | -2.6% | -13.0% |
| 6M | +35.6% | -2.7% | +38.3% | +25.8% |
| YTD | +28.8% | -16.3% | +45.1% | +44.3% |
| 1Y | +39.8% | -29.1% | +68.9% | +95.0% |
| 3Y | +221.4% | -7.8% | +229.2% | +167.6% |
| 5Y | +146.9% | +18.7% | +128.2% | +36.2% |
| 10Y | +1,255.8% | +291.9% | +963.9% | +27.0% |
| All | +8,546.7% | +646.9% | +7,899.9% | +194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling