+219.6%
SPXL vs BROS
+62.9%
+156.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.8% |
| 7D | -1.3% | -6.6% | +5.3% | +0.8% |
| 30D | -5.0% | -12.3% | +7.3% | -1.2% |
| 3M | +7.6% | -22.2% | +29.8% | +14.0% |
| 6M | +33.6% | -14.3% | +47.9% | +36.0% |
| YTD | +28.1% | -26.6% | +54.7% | +36.6% |
| 1Y | +43.6% | -31.5% | +75.1% | +55.5% |
| All | +219.6% | +62.9% | +156.7% | +152.7% |
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