+213.8%
SPXL vs JBL
+181.3%
+32.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +0.9% | -0.2% |
| 7D | -6.0% | -1.0% | -5.0% | -5.5% |
| 30D | -5.8% | -15.1% | +9.3% | +3.1% |
| 3M | +10.9% | -14.0% | +24.9% | +19.2% |
| 6M | +31.9% | +20.6% | +11.3% | +14.4% |
| YTD | +25.8% | +32.9% | -7.1% | +2.0% |
| 1Y | +39.8% | +40.5% | -0.8% | +8.3% |
| All | +213.8% | +181.3% | +32.5% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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