+145.2%
SPXL vs BTDR
+20.7%
+124.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +177.2% |
| All | +145.2% | +20.7% | +124.6% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling