+155.9%
SPXL vs BTDR
+23.3%
+132.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.1% |
| 7D | -1.3% | +14.8% | -16.1% | -3.1% |
| 30D | -5.0% | +41.8% | -46.8% | -9.4% |
| 3M | +7.6% | -29.2% | +36.8% | +10.4% |
| 6M | +33.6% | +66.2% | -32.6% | +22.7% |
| YTD | +28.1% | +10.0% | +18.1% | +22.4% |
| 1Y | +43.6% | -11.0% | +54.6% | +37.6% |
| 3Y | +225.8% | +6.9% | +218.9% | +180.3% |
| 5Y | +140.1% | +24.7% | +115.4% | +97.7% |
| All | +155.9% | +23.3% | +132.6% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling