+1,248.4%
SPXL vs KEY
+167.1%
+1,081.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -1.3% | -0.3% | -1.0% | -1.0% |
| 30D | -5.0% | -3.3% | -1.7% | -2.4% |
| 3M | +7.6% | -0.7% | +8.3% | +8.1% |
| 6M | +33.6% | +12.5% | +21.1% | +20.9% |
| YTD | +28.1% | +8.4% | +19.7% | +19.2% |
| 1Y | +43.6% | +18.4% | +25.2% | +23.5% |
| 3Y | +225.8% | +123.3% | +102.5% | +61.3% |
| 5Y | +140.1% | +38.8% | +101.2% | +70.2% |
| 10Y | +1,248.4% | +169.3% | +1,079.1% | +482.5% |
| All | +1,248.4% | +167.1% | +1,081.3% | +482.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling