+102.6%
SPXL vs GEN
+31.7%
+70.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.5% |
| 7D | -2.9% | +1.0% | -3.9% | -3.4% |
| 30D | -12.4% | +29.1% | -41.5% | -26.3% |
| 3M | -11.8% | +2.9% | -14.7% | -15.5% |
| 6M | -1.4% | +33.6% | -35.0% | -23.0% |
| YTD | +19.0% | +12.0% | +6.9% | +4.8% |
| 1Y | +18.0% | +16.2% | +1.8% | +0.7% |
| 3Y | +220.0% | +65.1% | +154.9% | +108.2% |
| 5Y | +102.6% | +33.3% | +69.3% | +44.1% |
| All | +102.6% | +31.7% | +70.9% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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