+140.2%
SPXL vs KEY
+39.4%
+100.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.4% |
| 7D | +1.5% | +2.7% | -1.3% | -0.5% |
| 30D | -3.7% | -3.2% | -0.5% | -1.4% |
| 3M | +8.1% | +1.0% | +7.2% | +7.2% |
| 6M | +39.0% | +11.9% | +27.2% | +27.9% |
| YTD | +29.9% | +8.7% | +21.2% | +21.8% |
| 1Y | +46.6% | +18.5% | +28.1% | +28.5% |
| 3Y | +230.5% | +124.0% | +106.6% | +84.2% |
| 5Y | +140.2% | +40.8% | +99.3% | +100.4% |
| All | +140.2% | +39.4% | +100.8% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling