+157.3%
SPXL vs BTDR
+19.6%
+137.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +2.0% |
| 7D | -2.5% | -3.4% | +0.9% | -2.1% |
| 30D | -4.2% | +32.6% | -36.8% | -7.9% |
| 3M | +8.1% | -32.2% | +40.3% | +11.6% |
| 6M | +35.6% | +52.4% | -16.8% | +25.8% |
| YTD | +28.8% | +6.7% | +22.1% | +23.5% |
| 1Y | +39.8% | -15.2% | +55.1% | +34.7% |
| 3Y | +221.4% | +14.9% | +206.5% | +177.3% |
| 5Y | +146.9% | +20.8% | +126.1% | +104.0% |
| All | +157.3% | +19.6% | +137.7% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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