+1,087.3%
SPXL vs CAPR
-68.2%
+1,155.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.9% | +8.8% | -0.8% |
| 7D | -2.9% | +7.6% | -10.5% | -3.1% |
| 30D | -12.4% | +13.3% | -25.7% | -12.9% |
| 3M | -11.8% | +130.4% | -142.2% | -15.1% |
| 6M | -1.4% | -70.8% | +69.4% | +0.1% |
| YTD | +19.0% | -69.3% | +88.2% | +20.3% |
| 1Y | +18.0% | +59.5% | -41.6% | +2.5% |
| 3Y | +220.0% | +216.8% | +3.2% | +151.4% |
| 5Y | +102.6% | +152.7% | -50.1% | +57.0% |
| 10Y | +1,087.3% | -68.2% | +1,155.5% | +715.1% |
| All | +1,087.3% | -68.2% | +1,155.5% | +715.1% |
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