+30.3%
SPXL vs ITUB
+9.0%
+21.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.6% | +3.8% |
| 7D | -2.5% | -1.6% | -0.9% | -1.9% |
| 30D | -4.3% | -26.6% | +22.3% | +4.4% |
| 3M | -4.2% | -11.1% | +6.8% | -5.1% |
| 6M | +15.0% | -13.1% | +28.1% | +15.0% |
| YTD | +28.4% | +3.9% | +24.6% | +19.6% |
| 1Y | +30.3% | +9.8% | +20.6% | +14.1% |
| All | +30.3% | +9.0% | +21.3% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 1y: compounded portfolio wealth divided by compounded ITUB 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…
1y analysis · Full analysis span regression · 6 months rolling