+233.6%
SPXL vs COMP
+426.2%
-192.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.7% | +1.2% | +3.2% |
| 7D | -3.8% | +2.2% | -6.0% | -4.3% |
| 30D | -8.8% | +16.3% | -25.1% | -12.4% |
| 3M | -7.4% | -19.1% | +11.7% | -3.0% |
| 6M | +1.8% | +17.1% | -15.4% | -3.6% |
| YTD | +23.6% | -2.9% | +26.5% | +20.0% |
| 1Y | +21.7% | +8.8% | +12.9% | +14.8% |
| All | +233.6% | +426.2% | -192.5% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling