+226.1%
SPXL vs BROS
+30.6%
+195.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.5% | -7.7% | -3.3% |
| 7D | +7.4% | +6.3% | +1.1% | +5.3% |
| 30D | -7.8% | -8.3% | +0.5% | -5.4% |
| 3M | -11.9% | -29.8% | +17.9% | -2.5% |
| 6M | -1.7% | -25.8% | +24.1% | +4.4% |
| YTD | +20.8% | -41.4% | +62.2% | +37.2% |
| 1Y | +25.0% | -35.2% | +60.2% | +36.8% |
| 3Y | +226.1% | +32.8% | +193.4% | +203.7% |
| All | +226.1% | +30.6% | +195.5% | +203.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling