+1,199.1%
SPXL vs OMC
+34.2%
+1,164.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +3.0% |
| 7D | -2.5% | -4.4% | +1.8% | +1.6% |
| 30D | -4.2% | -7.6% | +3.4% | +2.6% |
| 3M | +8.1% | +4.5% | +3.6% | +0.5% |
| 6M | +35.6% | -0.3% | +35.9% | +31.4% |
| YTD | +28.8% | -0.1% | +28.9% | +19.3% |
| 1Y | +39.8% | +4.6% | +35.2% | +19.8% |
| 3Y | +221.4% | +10.5% | +210.9% | +150.9% |
| 5Y | +146.9% | +31.7% | +115.2% | +57.9% |
| All | +1,199.1% | +34.2% | +1,164.8% | +741.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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