+128.1%
SPXL vs BROS
+10.5%
+117.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.5% | -7.7% | -3.4% |
| 7D | +7.4% | +6.3% | +1.1% | +5.2% |
| 30D | -7.8% | -8.3% | +0.5% | -5.4% |
| 3M | -11.9% | -29.8% | +17.9% | -2.0% |
| 6M | -1.7% | -25.8% | +24.1% | +5.1% |
| YTD | +20.8% | -41.4% | +62.2% | +38.5% |
| 1Y | +25.0% | -35.2% | +60.2% | +38.0% |
| 3Y | +226.1% | +32.8% | +193.4% | +167.3% |
| 5Y | +101.1% | -42.2% | +143.3% | +87.6% |
| All | +128.1% | +10.5% | +117.6% | +113.1% |
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