+8,499.7%
SPXL vs IT
+789.8%
+7,709.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | +0.1% |
| 7D | -1.3% | -9.1% | +7.8% | +7.3% |
| 30D | -5.0% | -12.2% | +7.2% | +5.5% |
| 3M | +7.6% | +7.8% | -0.2% | -10.9% |
| 6M | +33.6% | +2.0% | +31.6% | +10.1% |
| YTD | +28.1% | -32.7% | +60.8% | +52.8% |
| 1Y | +43.6% | -31.1% | +74.7% | +61.5% |
| 3Y | +225.8% | -52.1% | +277.9% | +402.2% |
| 5Y | +140.1% | -46.3% | +186.3% | +242.9% |
| 10Y | +1,248.4% | +91.4% | +1,157.0% | +358.5% |
| All | +8,499.7% | +789.8% | +7,709.8% | +384.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling