+1,110.7%
SPXL vs CAPR
-65.7%
+1,176.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.7% | -1.0% |
| 7D | +7.4% | +5.9% | +1.5% | +7.1% |
| 30D | -7.8% | +44.6% | -52.4% | -9.2% |
| 3M | -11.9% | +126.4% | -138.3% | -15.3% |
| 6M | -1.7% | -68.6% | +66.8% | -0.5% |
| YTD | +20.8% | -67.0% | +87.8% | +21.7% |
| 1Y | +25.0% | +65.2% | -40.2% | +8.5% |
| 3Y | +226.1% | +235.6% | -9.4% | +155.6% |
| 5Y | +101.1% | +175.4% | -74.3% | +55.2% |
| All | +1,110.7% | -65.7% | +1,176.4% | +732.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling