+1,168.3%
SPXL vs CAPR
-78.6%
+1,246.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.7% |
| 7D | -6.0% | -10.6% | +4.6% | -5.6% |
| 30D | -5.8% | +111.2% | -117.0% | -8.8% |
| 3M | +10.9% | -67.2% | +78.1% | +12.4% |
| 6M | +31.9% | -75.1% | +107.1% | +35.0% |
| YTD | +25.8% | -71.2% | +97.0% | +27.7% |
| 1Y | +39.8% | +31.1% | +8.6% | +22.6% |
| 3Y | +219.9% | +31.3% | +188.5% | +162.5% |
| 5Y | +141.1% | +69.4% | +71.7% | +90.4% |
| All | +1,168.3% | -78.6% | +1,246.9% | +810.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAPR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling