+213.8%
SPXL vs BTI
+108.0%
+105.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | -6.0% | -2.0% | -4.0% | -5.6% |
| 30D | -5.8% | -3.4% | -2.3% | -5.1% |
| 3M | +10.9% | -9.0% | +19.8% | +12.8% |
| 6M | +31.9% | -5.0% | +36.9% | +32.1% |
| YTD | +25.8% | -0.3% | +26.1% | +24.1% |
| 1Y | +39.8% | +3.1% | +36.6% | +36.6% |
| All | +213.8% | +108.0% | +105.8% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling