+8,623.5%
SPXL vs BTI
+454.7%
+8,168.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | +1.5% | -1.4% | +2.8% | +3.1% |
| 30D | -3.7% | -7.0% | +3.4% | +4.0% |
| 3M | +8.1% | -6.3% | +14.4% | +12.8% |
| 6M | +39.0% | -2.0% | +41.0% | +34.8% |
| YTD | +29.9% | +0.2% | +29.7% | +21.7% |
| 1Y | +46.6% | +3.8% | +42.8% | +30.5% |
| 3Y | +230.5% | +112.1% | +118.4% | +13.0% |
| 5Y | +140.2% | +113.6% | +26.6% | -20.2% |
| 10Y | +1,168.8% | +69.6% | +1,099.1% | +450.5% |
| All | +8,623.5% | +454.7% | +8,168.7% | +567.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling