+141.1%
SPXL vs IT
-46.1%
+187.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -2.2% |
| 7D | -6.0% | -12.7% | +6.7% | +1.8% |
| 30D | -5.8% | -8.9% | +3.1% | -1.2% |
| 3M | +10.9% | +10.1% | +0.7% | -1.9% |
| 6M | +31.9% | +7.3% | +24.6% | +14.5% |
| YTD | +25.8% | -32.4% | +58.1% | +55.3% |
| 1Y | +39.8% | -26.6% | +66.4% | +55.7% |
| 3Y | +219.9% | -51.8% | +271.7% | +411.7% |
| 5Y | +141.1% | -45.6% | +186.7% | +223.7% |
| All | +141.1% | -46.1% | +187.2% | +223.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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