+163.0%
SPXL vs BTSG
+421.3%
-258.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.8% |
| 7D | +1.5% | +5.7% | -4.3% | -0.7% |
| 30D | -3.7% | +0.2% | -3.9% | -4.1% |
| 3M | +8.1% | +5.6% | +2.5% | +3.5% |
| 6M | +39.0% | +50.8% | -11.7% | +13.6% |
| YTD | +29.9% | +67.0% | -37.1% | +1.4% |
| 1Y | +46.6% | +145.5% | -98.9% | -2.8% |
| All | +163.0% | +421.3% | -258.4% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling