+244.6%
SPXL vs COMP
-47.7%
+292.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.4% |
| 7D | +0.1% | +1.4% | -1.3% | -0.3% |
| 30D | -0.9% | -13.3% | +12.5% | +3.0% |
| 3M | +2.0% | +41.1% | -39.1% | -8.2% |
| 6M | +33.5% | +17.2% | +16.3% | +24.4% |
| YTD | +32.2% | +5.2% | +26.9% | +25.7% |
| 1Y | +48.9% | +18.9% | +30.0% | +35.0% |
| 3Y | +222.9% | +215.9% | +6.9% | +100.7% |
| 5Y | +140.7% | -31.2% | +171.9% | +85.7% |
| All | +244.6% | -47.7% | +292.3% | +168.7% |
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