+221.4%
SPXL vs HIG
+101.1%
+120.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.6% |
| 7D | -2.5% | -1.5% | -1.1% | -1.6% |
| 30D | -4.2% | -0.4% | -3.9% | -4.1% |
| 3M | +8.1% | +6.7% | +1.4% | +1.8% |
| 6M | +35.6% | +2.0% | +33.6% | +31.4% |
| YTD | +28.8% | +0.3% | +28.5% | +26.0% |
| 1Y | +39.8% | +4.2% | +35.6% | +31.4% |
| 3Y | +221.4% | +102.2% | +119.2% | +70.5% |
| All | +221.4% | +101.1% | +120.3% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling