+8,771.7%
SPXL vs CAPR
-98.8%
+8,870.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | +0.1% | -2.0% | +2.0% | +0.1% |
| 30D | -0.9% | +139.2% | -140.1% | -3.6% |
| 3M | +2.0% | -66.4% | +68.4% | +3.0% |
| 6M | +33.5% | -63.1% | +96.7% | +34.4% |
| YTD | +32.2% | -67.4% | +99.6% | +33.3% |
| 1Y | +48.9% | +58.2% | -9.4% | +34.5% |
| 3Y | +222.9% | +42.2% | +180.6% | +182.3% |
| 5Y | +140.7% | +87.3% | +53.5% | +105.9% |
| 10Y | +1,192.7% | -75.3% | +1,267.9% | +928.4% |
| All | +8,771.7% | -98.8% | +8,870.5% | +7,650.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling