+8,499.7%
SPXL vs ITUB
+314.6%
+8,185.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.3% | +0.6% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -5.0% | +2.6% | -7.6% | -7.2% |
| 3M | +7.6% | +8.4% | -0.8% | +0.3% |
| 6M | +33.6% | -0.5% | +34.1% | +32.7% |
| YTD | +28.1% | +15.3% | +12.8% | +13.1% |
| 1Y | +43.6% | +28.7% | +14.9% | +16.2% |
| 3Y | +225.8% | +118.7% | +107.2% | +71.8% |
| 5Y | +140.1% | +182.7% | -42.6% | -4.3% |
| 10Y | +1,248.4% | +207.6% | +1,040.8% | +332.3% |
| All | +8,499.7% | +314.6% | +8,185.0% | +1,164.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling