+160.7%
SPXL vs BTSG
+389.4%
-228.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +1.0% | +1.9% |
| 7D | -2.5% | -3.3% | +0.8% | -1.4% |
| 30D | -4.2% | -1.6% | -2.6% | -4.0% |
| 3M | +8.1% | -6.9% | +15.0% | +8.8% |
| 6M | +35.6% | +42.1% | -6.5% | +13.3% |
| YTD | +28.8% | +56.8% | -28.0% | +2.9% |
| 1Y | +39.8% | +109.8% | -70.0% | -1.2% |
| All | +160.7% | +389.4% | -228.7% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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