+141.1%
SPXL vs OMC
+31.0%
+110.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -3.0% |
| 7D | -6.0% | -6.2% | +0.2% | -1.3% |
| 30D | -5.8% | -7.6% | +1.8% | -0.3% |
| 3M | +10.9% | +7.4% | +3.5% | +2.3% |
| 6M | +31.9% | +0.1% | +31.8% | +28.6% |
| YTD | +25.8% | +0.4% | +25.3% | +18.9% |
| 1Y | +39.8% | +7.8% | +32.0% | +20.3% |
| 3Y | +219.9% | +11.8% | +208.0% | +151.6% |
| 5Y | +141.1% | +32.5% | +108.6% | +48.8% |
| All | +141.1% | +31.0% | +110.1% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling