+1,199.1%
SPXL vs BTG
+159.3%
+1,039.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.1% | +2.3% |
| 7D | -2.5% | -3.8% | +1.2% | -1.7% |
| 30D | -4.2% | +3.6% | -7.9% | -5.1% |
| 3M | +8.1% | +32.0% | -23.9% | +1.0% |
| 6M | +35.6% | +3.4% | +32.2% | +32.8% |
| YTD | +28.8% | +20.8% | +8.0% | +21.2% |
| 1Y | +39.8% | +22.4% | +17.4% | +30.1% |
| 3Y | +221.4% | +91.7% | +129.7% | +164.7% |
| 5Y | +146.9% | +79.0% | +67.9% | +105.0% |
| All | +1,199.1% | +159.3% | +1,039.8% | +1,019.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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