+221.4%
SPXL vs BTG
+94.8%
+126.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.1% | +2.3% |
| 7D | -2.5% | -3.8% | +1.2% | -1.6% |
| 30D | -4.2% | +3.6% | -7.9% | -5.2% |
| 3M | +8.1% | +32.0% | -23.9% | +0.1% |
| 6M | +35.6% | +3.4% | +32.2% | +32.2% |
| YTD | +28.8% | +20.8% | +8.0% | +20.1% |
| 1Y | +39.8% | +22.4% | +17.4% | +28.1% |
| 3Y | +221.4% | +91.7% | +129.7% | +153.3% |
| All | +221.4% | +94.8% | +126.6% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling