+1,199.1%
SPXL vs BTI
+73.8%
+1,125.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +1.9% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -4.2% | -1.1% | -3.2% | -3.6% |
| 3M | +8.1% | -8.8% | +16.9% | +14.5% |
| 6M | +35.6% | -4.0% | +39.6% | +35.5% |
| YTD | +28.8% | +0.4% | +28.4% | +23.0% |
| 1Y | +39.8% | +1.9% | +37.9% | +30.9% |
| 3Y | +221.4% | +108.5% | +112.9% | +43.8% |
| 5Y | +146.9% | +118.5% | +28.4% | +5.2% |
| All | +1,199.1% | +73.8% | +1,125.3% | +550.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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