+141.1%
SPXL vs BTI
+116.2%
+24.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.3% |
| 7D | -6.0% | -2.0% | -4.0% | -5.0% |
| 30D | -5.8% | -3.4% | -2.3% | -4.2% |
| 3M | +10.9% | -9.0% | +19.8% | +15.3% |
| 6M | +31.9% | -5.0% | +36.9% | +32.6% |
| YTD | +25.8% | -0.3% | +26.1% | +22.2% |
| 1Y | +39.8% | +3.1% | +36.6% | +32.6% |
| 3Y | +219.9% | +111.0% | +108.9% | +67.0% |
| 5Y | +141.1% | +117.0% | +24.1% | +30.4% |
| All | +141.1% | +116.2% | +24.9% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling