+213.7%
SPXL vs COMP
-49.2%
+263.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.7% | +1.3% | +5.4% |
| 7D | -0.9% | +14.5% | -15.4% | -4.5% |
| 30D | -11.4% | +14.9% | -26.3% | -15.1% |
| 3M | -10.8% | -14.2% | +3.4% | -7.5% |
| 6M | -0.3% | +23.7% | -24.0% | -7.8% |
| YTD | +20.3% | +2.1% | +18.2% | +14.8% |
| 1Y | +24.7% | +26.2% | -1.5% | +11.8% |
| 3Y | +238.6% | +470.9% | -232.3% | +76.4% |
| 5Y | +100.0% | -14.0% | +114.0% | +50.7% |
| All | +213.7% | -49.2% | +263.0% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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