+8,342.0%
SPXL vs BTG
+1,736.1%
+6,605.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.4% |
| 7D | -6.0% | -5.5% | -0.5% | -5.2% |
| 30D | -5.8% | +6.1% | -11.9% | -6.7% |
| 3M | +10.9% | +38.6% | -27.8% | +4.9% |
| 6M | +31.9% | +0.7% | +31.2% | +30.6% |
| YTD | +25.8% | +20.3% | +5.4% | +20.6% |
| 1Y | +39.8% | +25.0% | +14.7% | +32.7% |
| 3Y | +219.9% | +97.3% | +122.5% | +179.1% |
| 5Y | +141.1% | +78.3% | +62.8% | +112.5% |
| 10Y | +1,223.7% | +151.6% | +1,072.0% | +979.9% |
| All | +8,342.0% | +1,736.1% | +6,605.8% | +4,585.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling