+85.0%
SPXL vs KEY
+11.7%
+73.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.1% |
| 7D | -8.7% | -1.3% | -7.5% | -7.6% |
| 30D | -16.9% | +5.1% | -22.0% | -19.8% |
| 3M | -15.2% | -7.1% | -8.1% | -10.5% |
| 6M | -5.5% | -4.4% | -1.1% | -2.6% |
| YTD | +12.4% | +4.0% | +8.4% | +8.9% |
| 1Y | +16.9% | +23.4% | -6.5% | -0.3% |
| 3Y | +211.8% | +113.9% | +97.9% | +81.2% |
| All | +85.0% | +11.7% | +73.3% | +97.0% |
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