+8,499.7%
SPXL vs JBL
+4,206.4%
+4,293.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -1.3% | +4.0% | -5.3% | -4.6% |
| 30D | -5.0% | -7.5% | +2.5% | +0.3% |
| 3M | +7.6% | -14.1% | +21.6% | +19.1% |
| 6M | +33.6% | +25.9% | +7.7% | +4.3% |
| YTD | +28.1% | +36.7% | -8.6% | -8.4% |
| 1Y | +43.6% | +49.0% | -5.4% | -6.6% |
| 3Y | +225.8% | +191.8% | +34.1% | +6.1% |
| 5Y | +140.1% | +409.8% | -269.7% | -50.0% |
| 10Y | +1,248.4% | +1,509.2% | -260.8% | +16.3% |
| All | +8,499.7% | +4,206.4% | +4,293.3% | +259.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling