+100.0%
SPXL vs CAPR
+160.6%
-60.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +9.4% | -2.4% | +6.8% |
| 7D | -0.9% | +36.0% | -36.9% | -1.6% |
| 30D | -11.4% | +25.8% | -37.2% | -11.9% |
| 3M | -10.8% | +140.8% | -151.6% | -13.1% |
| 6M | -0.3% | -67.6% | +67.3% | +0.7% |
| YTD | +20.3% | -65.9% | +86.2% | +21.1% |
| 1Y | +24.7% | +66.1% | -41.4% | +12.8% |
| 3Y | +238.6% | +256.9% | -18.3% | +134.4% |
| 5Y | +100.0% | +172.1% | -72.1% | +25.8% |
| All | +100.0% | +160.6% | -60.6% | +25.8% |
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