+101.0%
SPXL vs COMP
-10.9%
+111.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | +7.4% | 0.0% | +7.4% | +7.4% |
| 30D | -7.8% | +16.6% | -24.4% | -12.2% |
| 3M | -11.9% | -23.5% | +11.6% | -5.5% |
| 6M | -1.7% | +25.7% | -27.5% | -9.8% |
| YTD | +20.8% | -3.4% | +24.2% | +16.9% |
| 1Y | +25.0% | +7.6% | +17.4% | +16.9% |
| 3Y | +226.1% | +423.6% | -197.5% | +69.4% |
| All | +101.0% | -10.9% | +111.9% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling