+193.2%
SPXL vs COMP
-52.0%
+245.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.7% | -10.0% | -2.3% |
| 7D | -8.7% | +13.4% | -22.2% | -11.9% |
| 30D | -16.9% | +11.1% | -28.0% | -19.7% |
| 3M | -15.2% | -18.8% | +3.7% | -10.7% |
| 6M | -5.5% | +10.5% | -16.0% | -9.9% |
| YTD | +12.4% | -3.4% | +15.9% | +9.0% |
| 1Y | +16.9% | +19.7% | -2.8% | +6.3% |
| 3Y | +211.8% | +381.6% | -169.8% | +70.7% |
| 5Y | +85.6% | -17.6% | +103.2% | +41.8% |
| All | +193.2% | -52.0% | +245.2% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling