+1,168.3%
SPXL vs BUD
-22.8%
+1,191.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -6.0% | -3.2% | -2.8% | -3.3% |
| 30D | -5.8% | -3.7% | -2.1% | -2.7% |
| 3M | +10.9% | -4.4% | +15.3% | +14.1% |
| 6M | +31.9% | +7.7% | +24.2% | +21.1% |
| YTD | +25.8% | +23.1% | +2.7% | +1.1% |
| 1Y | +39.8% | +33.6% | +6.1% | +3.2% |
| 3Y | +219.9% | +44.7% | +175.1% | +106.4% |
| 5Y | +141.1% | +44.9% | +96.1% | +57.1% |
| All | +1,168.3% | -22.8% | +1,191.1% | +1,164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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