+1,696.6%
SPXL vs KEYS
+1,113.8%
+582.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.6% | -1.6% |
| 7D | -2.5% | +3.5% | -6.0% | -6.0% |
| 30D | -4.2% | -4.5% | +0.2% | -0.6% |
| 3M | +8.1% | -0.4% | +8.5% | +5.3% |
| 6M | +35.6% | +19.1% | +16.5% | +8.3% |
| YTD | +28.8% | +66.7% | -37.9% | -32.8% |
| 1Y | +39.8% | +96.5% | -56.6% | -40.0% |
| 3Y | +221.4% | +155.2% | +66.2% | +2.3% |
| 5Y | +146.9% | +88.0% | +58.9% | +16.8% |
| 10Y | +1,255.8% | +1,046.8% | +209.0% | +40.2% |
| All | +1,696.6% | +1,113.8% | +582.9% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 all: compounded portfolio wealth divided by compounded KEYS 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…
all analysis · Full analysis span regression · 6 months rolling