+143.2%
SPXL vs BROS
+35.1%
+108.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.4% | +2.1% |
| 7D | -2.5% | -5.8% | +3.2% | -0.6% |
| 30D | -4.2% | -14.0% | +9.7% | +0.4% |
| 3M | +8.1% | -32.5% | +40.6% | +20.8% |
| 6M | +35.6% | -14.9% | +50.5% | +39.1% |
| YTD | +28.8% | -28.3% | +57.1% | +39.1% |
| 1Y | +39.8% | -34.0% | +73.8% | +54.2% |
| 3Y | +221.4% | +63.0% | +158.4% | +147.7% |
| All | +143.2% | +35.1% | +108.1% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling