+43.6%
SPXL vs CAPR
+35.4%
+8.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.4% |
| 7D | -1.3% | -12.6% | +11.3% | -1.2% |
| 30D | -5.0% | +124.4% | -129.4% | -5.3% |
| 3M | +7.6% | -66.8% | +74.4% | +7.9% |
| 6M | +33.6% | -71.8% | +105.4% | +34.0% |
| YTD | +28.1% | -70.1% | +98.2% | +28.5% |
| 1Y | +43.6% | +33.3% | +10.3% | +46.4% |
| All | +43.6% | +35.4% | +8.2% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling