+237.6%
SPXL vs KEY
+132.7%
+104.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | +0.1% | +2.2% | -2.2% | -1.6% |
| 30D | -0.9% | -3.0% | +2.1% | +1.4% |
| 3M | +2.0% | +3.3% | -1.3% | -0.7% |
| 6M | +33.5% | +9.2% | +24.3% | +24.5% |
| YTD | +32.2% | +10.6% | +21.5% | +21.5% |
| 1Y | +48.9% | +20.4% | +28.5% | +27.7% |
| All | +237.6% | +132.7% | +104.9% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling