+78.6%
SPXL vs GLXY
+2.7%
+75.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.2% | -1.0% |
| 7D | -6.0% | -8.9% | +2.9% | -4.2% |
| 30D | -5.8% | +19.9% | -25.6% | -9.8% |
| 3M | +10.9% | -20.0% | +30.8% | +14.2% |
| 6M | +31.9% | +10.5% | +21.4% | +25.5% |
| YTD | +25.8% | +7.9% | +17.8% | +17.7% |
| 1Y | +39.8% | -7.5% | +47.2% | +35.1% |
| All | +78.6% | +2.7% | +75.9% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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