+221.4%
SPXL vs ITOT
+75.8%
+145.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | 0.0% |
| 7D | -2.5% | -0.9% | -1.6% | +0.1% |
| 30D | -4.2% | -1.5% | -2.8% | +0.1% |
| 3M | +8.1% | +3.6% | +4.5% | -1.2% |
| 6M | +35.6% | +13.7% | +21.9% | -3.6% |
| YTD | +28.8% | +12.9% | +15.9% | -5.9% |
| 1Y | +39.8% | +17.2% | +22.6% | -7.1% |
| 3Y | +221.4% | +75.6% | +145.8% | -22.7% |
| All | +221.4% | +75.8% | +145.6% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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