+140.2%
SPXL vs CAPR
+87.6%
+52.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.6% |
| 7D | +1.5% | -9.5% | +10.9% | +1.7% |
| 30D | -3.7% | +121.5% | -125.2% | -5.9% |
| 3M | +8.1% | -65.4% | +73.5% | +9.1% |
| 6M | +39.0% | -67.5% | +106.6% | +40.5% |
| YTD | +29.9% | -68.6% | +98.6% | +31.2% |
| 1Y | +46.6% | +42.7% | +3.9% | +33.4% |
| 3Y | +230.5% | +43.4% | +187.2% | +157.0% |
| 5Y | +140.2% | +86.0% | +54.1% | +57.6% |
| All | +140.2% | +87.6% | +52.6% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling