+1,199.1%
SPXL vs GAP
+31.2%
+1,167.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.4% | +1.1% |
| 7D | -2.5% | -4.1% | +1.6% | -0.7% |
| 30D | -4.2% | +6.2% | -10.5% | -7.5% |
| 3M | +8.1% | -0.7% | +8.8% | +7.0% |
| 6M | +35.6% | -7.1% | +42.7% | +36.3% |
| YTD | +28.8% | -14.1% | +42.9% | +32.8% |
| 1Y | +39.8% | -8.5% | +48.3% | +38.9% |
| 3Y | +221.4% | +115.4% | +106.0% | +83.2% |
| 5Y | +146.9% | +9.8% | +137.1% | +81.5% |
| All | +1,199.1% | +31.2% | +1,167.8% | +598.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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