+30.3%
SPXL vs KEY
+29.6%
+0.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +3.8% |
| 7D | -2.5% | +1.7% | -4.1% | -3.6% |
| 30D | -4.3% | +6.8% | -11.1% | -8.7% |
| 3M | -4.2% | -5.8% | +1.6% | 0.0% |
| 6M | +15.0% | +1.4% | +13.6% | +13.4% |
| YTD | +28.4% | +7.5% | +20.9% | +19.5% |
| 1Y | +30.3% | +29.6% | +0.7% | +5.7% |
| All | +30.3% | +29.6% | +0.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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