+149.5%
SPXL vs BROS
+43.3%
+106.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | +0.1% | -6.7% | +6.7% | +2.2% |
| 30D | -0.9% | -29.1% | +28.2% | +9.7% |
| 3M | +2.0% | -16.7% | +18.7% | +6.1% |
| 6M | +33.5% | -11.6% | +45.1% | +35.3% |
| YTD | +32.2% | -23.9% | +56.1% | +40.0% |
| 1Y | +48.9% | -34.8% | +83.7% | +64.7% |
| 3Y | +222.9% | +62.1% | +160.8% | +149.2% |
| All | +149.5% | +43.3% | +106.2% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling